+403.2%
APLD vs FCUV
-97.7%
+500.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -13.7% | +15.4% | +1.9% |
| 7D | +4.1% | +62.8% | -58.8% | +3.6% |
| 30D | -11.7% | +66.5% | -78.2% | -12.3% |
| 3M | -40.3% | +459.9% | -500.2% | -42.8% |
| 6M | -8.0% | -12.4% | +4.4% | -6.5% |
| YTD | +7.5% | -47.5% | +55.1% | +12.2% |
| 1Y | +84.0% | -80.5% | +164.5% | +97.7% |
| All | +403.2% | -97.7% | +500.9% | +504.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling