+190.1%
APLD vs FLUT
-52.0%
+242.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.5% | +11.3% | +10.2% |
| 7D | -12.7% | -1.1% | -11.6% | -12.9% |
| 30D | -34.7% | +7.7% | -42.4% | -37.1% |
| 3M | -46.1% | -12.2% | -34.0% | -44.7% |
| 6M | -64.9% | -17.6% | -47.3% | -64.1% |
| YTD | -36.6% | -62.0% | +25.4% | -4.5% |
| 1Y | -50.0% | -62.3% | +12.3% | -24.1% |
| 3Y | +190.1% | -52.0% | +242.1% | +334.1% |
| All | +190.1% | -52.0% | +242.1% | +334.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling