+27.4%
XLV vs APLD
+462.1%
-434.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | -1.8% | -15.2% | +13.4% | -1.7% |
| 3M | +7.8% | -36.3% | +44.1% | +8.2% |
| 6M | +9.1% | -7.4% | +16.5% | +8.9% |
| YTD | +7.7% | +7.7% | 0.0% | +7.1% |
| 1Y | +20.4% | +53.8% | -33.4% | +18.9% |
| 3Y | +30.8% | +407.1% | -376.3% | +23.6% |
| All | +27.4% | +462.1% | -434.8% | +16.1% |
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