+420.9%
APLD vs AUR
+86.2%
+334.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | +9.0% | +11.1% | -2.2% | +5.0% |
| 30D | -6.6% | -6.9% | +0.3% | -4.5% |
| 3M | -35.2% | +5.5% | -40.8% | -36.6% |
| 6M | +0.4% | +41.0% | -40.6% | -10.6% |
| YTD | +10.7% | +69.3% | -58.6% | -6.7% |
| 1Y | +78.6% | +14.0% | +64.5% | +68.3% |
| All | +420.9% | +86.2% | +334.7% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling