+154.5%
XLK vs APLD
+448.5%
-294.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -0.5% | -13.2% | +12.7% | +0.3% |
| 3M | +5.0% | -33.8% | +38.7% | +7.3% |
| 6M | +32.9% | -5.9% | +38.8% | +32.2% |
| YTD | +29.0% | +5.1% | +23.8% | +26.8% |
| 1Y | +37.8% | +51.8% | -14.0% | +31.8% |
| 3Y | +118.7% | +397.7% | -279.0% | +83.0% |
| All | +154.5% | +448.5% | -294.0% | +100.4% |
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