+157.3%
XLK vs APLD
+461.1%
-303.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | +0.9% | +4.1% | -3.2% | +0.6% |
| 30D | +0.7% | -11.7% | +12.5% | +1.5% |
| 3M | -2.9% | -40.3% | +37.3% | -0.1% |
| 6M | +34.3% | -8.0% | +42.2% | +33.7% |
| YTD | +30.4% | +7.5% | +22.9% | +28.0% |
| 1Y | +43.4% | +84.0% | -40.7% | +35.6% |
| 3Y | +116.8% | +356.2% | -239.4% | +82.2% |
| All | +157.3% | +461.1% | -303.7% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling