+229.3%
APLD vs FCUV
-99.8%
+329.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +136.0% | -141.8% | -7.1% |
| 7D | +2.7% | +148.8% | -146.1% | +1.2% |
| 30D | -21.4% | +95.0% | -116.5% | -22.3% |
| 3M | -47.8% | +27.8% | -75.6% | -48.6% |
| 6M | -64.9% | +121.0% | -185.9% | -67.3% |
| YTD | -34.9% | -78.1% | +43.3% | -32.3% |
| 1Y | -30.7% | -94.3% | +63.5% | -23.0% |
| 3Y | +305.3% | -98.9% | +404.2% | +377.8% |
| All | +229.3% | -99.8% | +329.0% | +399.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling