+54.4%
XOM vs APLD
+379.5%
-325.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.7% |
| 7D | +1.8% | +4.1% | -2.3% | +1.7% |
| 30D | +5.9% | -11.7% | +17.6% | +5.9% |
| 3M | +5.6% | -40.3% | +45.8% | +5.8% |
| 6M | +7.9% | -8.0% | +15.8% | +7.5% |
| YTD | +35.2% | +7.5% | +27.6% | +34.3% |
| 1Y | +46.0% | +84.0% | -38.0% | +43.3% |
| All | +54.4% | +379.5% | -325.0% | +45.5% |
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