+113.6%
XOM vs APLD
+461.1%
-347.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | +5.6% | -40.3% | +45.8% | +6.4% |
| 6M | +7.9% | -8.0% | +15.8% | +7.3% |
| YTD | +35.2% | +7.5% | +27.6% | +33.5% |
| 1Y | +46.0% | +84.0% | -38.0% | +41.4% |
| 3Y | +55.0% | +356.2% | -301.2% | +39.2% |
| All | +113.6% | +461.1% | -347.4% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling