+84.0%
APLD vs FLUT
-65.9%
+150.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.0% |
| 7D | +4.1% | -1.6% | +5.7% | +4.2% |
| 30D | -11.7% | +7.7% | -19.5% | -12.5% |
| 3M | -40.3% | -0.7% | -39.6% | -40.8% |
| 6M | -8.0% | -11.2% | +3.2% | -6.0% |
| YTD | +7.5% | -53.4% | +61.0% | +35.5% |
| 1Y | +84.0% | -65.8% | +149.8% | +131.1% |
| All | +84.0% | -65.9% | +150.0% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling