+330.2%
APLD vs FCUV
-99.5%
+429.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.7% | -5.3% |
| 7D | +19.6% | +2.4% | +17.2% | +19.6% |
| 30D | -24.5% | -25.9% | +1.5% | -24.3% |
| 3M | -45.6% | -44.8% | -0.8% | -45.7% |
| 6M | -61.4% | -3.5% | -57.9% | -62.6% |
| YTD | -30.9% | -90.7% | +59.9% | -27.3% |
| 1Y | -35.8% | -97.9% | +62.1% | -28.9% |
| All | +330.2% | -99.5% | +429.7% | +388.5% |
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