+99.1%
XLK vs APLD
+238.5%
-139.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.8% | +3.1% |
| 7D | -1.9% | +3.1% | -5.0% | -2.3% |
| 30D | -14.0% | -29.4% | +15.4% | -11.8% |
| 3M | -9.0% | -42.8% | +33.8% | -5.3% |
| 6M | -2.4% | -59.5% | +57.1% | +3.5% |
| YTD | +19.1% | -31.8% | +50.9% | +20.6% |
| 1Y | +19.2% | -46.0% | +65.2% | +21.8% |
| 3Y | +99.1% | +252.0% | -152.9% | +71.0% |
| All | +99.1% | +238.5% | -139.4% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling