+128.5%
XOM vs APLD
+239.8%
-111.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.6% |
| 7D | +2.8% | +2.7% | +0.1% | +2.8% |
| 30D | -3.6% | -21.4% | +17.8% | -3.3% |
| 3M | +8.2% | -47.8% | +56.1% | +9.3% |
| 6M | +14.0% | -64.9% | +78.9% | +15.8% |
| YTD | +44.6% | -34.9% | +79.5% | +43.9% |
| 1Y | +47.8% | -30.7% | +78.5% | +46.5% |
| 3Y | +79.6% | +305.3% | -225.8% | +60.5% |
| All | +128.5% | +239.8% | -111.3% | +98.9% |
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 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