+243.9%
APLD vs FCUV
-99.9%
+343.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.9% | -0.3% |
| 7D | -6.3% | -15.3% | +9.0% | -6.1% |
| 30D | -29.6% | -29.7% | +0.2% | -29.3% |
| 3M | -42.6% | -54.5% | +11.9% | -42.6% |
| 6M | -59.6% | -26.7% | -32.8% | -61.3% |
| YTD | -32.0% | -91.0% | +59.0% | -28.3% |
| 1Y | -46.9% | -98.0% | +51.1% | -39.3% |
| 3Y | +255.7% | -99.5% | +355.2% | +324.6% |
| All | +243.9% | -99.9% | +343.8% | +429.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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