+120.0%
XOM vs APLD
+477.4%
-357.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.4% | +2.3% |
| 7D | 0.0% | +9.0% | -8.9% | -0.1% |
| 30D | +3.4% | -6.6% | +10.1% | +3.5% |
| 3M | +11.0% | -35.2% | +46.2% | +11.7% |
| 6M | +10.6% | +0.4% | +10.2% | +9.8% |
| YTD | +39.2% | +10.7% | +28.5% | +37.4% |
| 1Y | +52.7% | +78.6% | -25.8% | +48.1% |
| 3Y | +56.8% | +423.9% | -367.2% | +40.1% |
| All | +120.0% | +477.4% | -357.4% | +90.0% |
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 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