+72.9%
XOM vs APLD
+185.8%
-112.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.4% | +0.3% |
| 7D | -11.4% | -12.7% | +1.3% | -11.4% |
| 30D | +1.1% | -34.7% | +35.8% | +1.1% |
| 3M | +7.8% | -46.1% | +53.9% | +7.9% |
| 6M | +13.0% | -64.9% | +77.9% | +13.3% |
| YTD | +40.6% | -36.6% | +77.2% | +39.7% |
| 1Y | +49.1% | -50.0% | +99.0% | +48.4% |
| 3Y | +72.9% | +190.1% | -117.2% | +63.8% |
| All | +72.9% | +185.8% | -112.9% | +63.8% |
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