+139.9%
XLK vs APLD
+281.1%
-141.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.4% | -4.1% | +2.7% |
| 7D | -1.2% | +7.8% | -9.0% | -1.8% |
| 30D | -11.2% | -23.0% | +11.8% | -9.9% |
| 3M | -6.2% | -39.7% | +33.5% | -3.4% |
| 6M | -1.7% | -59.8% | +58.1% | +3.2% |
| YTD | +21.5% | -27.0% | +48.5% | +22.0% |
| 1Y | +19.6% | -37.3% | +56.9% | +20.6% |
| 3Y | +97.9% | +281.9% | -183.9% | +68.7% |
| All | +139.9% | +281.1% | -141.2% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling