+50.5%
XOM vs APLD
+104.4%
-53.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.4% | -6.6% | +1.0% |
| 7D | -2.4% | +16.6% | -18.9% | -1.8% |
| 30D | +5.7% | -3.1% | +8.8% | +5.6% |
| 3M | +6.6% | -30.9% | +37.4% | +5.8% |
| 6M | +7.7% | +12.6% | -4.9% | +8.0% |
| YTD | +36.2% | +15.5% | +20.7% | +37.1% |
| 1Y | +50.5% | +103.5% | -53.0% | +57.3% |
| All | +50.5% | +104.4% | -53.9% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling