+431.5%
APLD vs AUR
+30.8%
+400.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.6% | -2.4% | -4.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -13.2% | -8.9% | -4.2% | -10.5% |
| 3M | -33.8% | +4.6% | -38.4% | -35.0% |
| 6M | -5.9% | +44.9% | -50.8% | -17.5% |
| YTD | +5.1% | +64.8% | -59.7% | -11.6% |
| 1Y | +51.8% | +16.4% | +35.5% | +43.0% |
| 3Y | +397.7% | +85.1% | +312.6% | +227.1% |
| All | +431.5% | +30.8% | +400.8% | +206.4% |
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