+269.3%
APLD vs FLUT
-18.0%
+287.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +5.7% |
| 7D | +7.8% | +4.5% | +3.3% | +5.5% |
| 30D | -23.0% | +9.2% | -32.2% | -27.1% |
| 3M | -39.7% | -13.7% | -26.0% | -36.8% |
| 6M | -59.8% | -9.0% | -50.8% | -60.5% |
| YTD | -27.0% | -60.2% | +33.3% | +14.7% |
| 1Y | -37.3% | -63.1% | +25.8% | +3.4% |
| 3Y | +281.9% | -42.5% | +324.3% | +353.5% |
| All | +269.3% | -18.0% | +287.3% | +195.5% |
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