+229.3%
APLD vs AUR
-13.0%
+242.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -4.6% |
| 7D | +2.7% | -4.5% | +7.2% | +4.7% |
| 30D | -21.4% | -16.6% | -4.8% | -15.5% |
| 3M | -47.8% | -38.5% | -9.4% | -37.7% |
| 6M | -64.9% | -49.9% | -15.0% | -54.9% |
| YTD | -34.9% | +9.6% | -44.5% | -36.2% |
| 1Y | -30.7% | +1.2% | -31.9% | -30.1% |
| 3Y | +305.3% | +128.8% | +176.5% | +151.5% |
| All | +229.3% | -13.0% | +242.3% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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