+26.9%
XLV vs APLD
+85.3%
-58.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.0% |
| 7D | +0.2% | +4.1% | -3.9% | +0.2% |
| 30D | +4.4% | -11.7% | +16.2% | +4.3% |
| 3M | +13.2% | -40.3% | +53.5% | +13.2% |
| 6M | +10.1% | -8.0% | +18.1% | +9.7% |
| YTD | +11.7% | +7.5% | +4.2% | +12.0% |
| 1Y | +26.9% | +84.0% | -57.1% | +26.0% |
| All | +26.9% | +85.3% | -58.4% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling