+483.7%
APLD vs FCUV
-99.8%
+583.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -65.2% | +72.6% | +8.1% |
| 7D | +16.6% | -47.9% | +64.5% | +16.6% |
| 30D | -3.1% | +13.7% | -16.8% | -4.1% |
| 3M | -30.9% | +97.0% | -127.9% | -35.3% |
| 6M | +12.6% | -66.1% | +78.7% | +12.9% |
| YTD | +15.5% | -81.8% | +97.2% | +20.7% |
| 1Y | +103.5% | -93.3% | +196.8% | +121.6% |
| 3Y | +446.5% | -99.2% | +545.7% | +565.7% |
| All | +483.7% | -99.8% | +583.5% | +791.3% |
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