+459.6%
APLD vs FCUV
-99.8%
+559.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.0% | +2.9% | -4.1% |
| 7D | +9.0% | -63.8% | +72.7% | +9.6% |
| 30D | -6.6% | -14.7% | +8.1% | -7.2% |
| 3M | -35.2% | +65.3% | -100.6% | -38.9% |
| 6M | +0.4% | -68.5% | +68.9% | +0.8% |
| YTD | +10.7% | -83.0% | +93.7% | +15.8% |
| 1Y | +78.6% | -94.4% | +173.0% | +95.9% |
| 3Y | +423.9% | -99.3% | +523.2% | +538.7% |
| All | +459.6% | -99.8% | +559.4% | +755.2% |
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