+31.0%
XLV vs APLD
+397.7%
-366.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.5% | -0.5% |
| 7D | -4.4% | -0.5% | -3.9% | -4.4% |
| 30D | -1.4% | -13.2% | +11.8% | -1.4% |
| 3M | +8.9% | -33.8% | +42.6% | +9.0% |
| 6M | +9.1% | -5.9% | +15.0% | +8.9% |
| YTD | +7.9% | +5.1% | +2.8% | +7.7% |
| 1Y | +22.7% | +51.8% | -29.1% | +22.0% |
| All | +31.0% | +397.7% | -366.7% | +26.9% |
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