+243.9%
APLD vs FLUT
-20.9%
+264.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.5% |
| 7D | -6.3% | -1.5% | -4.9% | -5.8% |
| 30D | -29.6% | +3.4% | -33.0% | -31.6% |
| 3M | -42.6% | -12.5% | -30.1% | -40.5% |
| 6M | -59.6% | -18.5% | -41.1% | -58.1% |
| YTD | -32.0% | -61.6% | +29.7% | +8.5% |
| 1Y | -46.9% | -64.1% | +17.2% | -11.6% |
| 3Y | +255.7% | -44.5% | +300.1% | +329.2% |
| All | +243.9% | -20.9% | +264.8% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling