+46.0%
XLV vs APLD
+239.8%
-193.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +2.2% |
| 30D | +8.6% | -21.4% | +30.0% | +8.7% |
| 3M | +12.6% | -47.8% | +60.4% | +13.2% |
| 6M | +29.8% | -64.9% | +94.7% | +30.9% |
| YTD | +23.5% | -34.9% | +58.4% | +23.3% |
| 1Y | +25.7% | -30.7% | +56.5% | +25.2% |
| 3Y | +56.3% | +305.3% | -249.0% | +47.6% |
| All | +46.0% | +239.8% | -193.8% | +33.6% |
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