+229.3%
APLD vs FLUT
-22.2%
+251.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.3% |
| 7D | +2.7% | -0.7% | +3.4% | +3.2% |
| 30D | -21.4% | +9.3% | -30.7% | -25.8% |
| 3M | -47.8% | -17.5% | -30.4% | -44.2% |
| 6M | -64.9% | -14.6% | -50.3% | -64.4% |
| YTD | -34.9% | -62.3% | +27.4% | +4.9% |
| 1Y | -30.7% | -59.6% | +28.9% | +7.1% |
| 3Y | +305.3% | -45.3% | +350.6% | +393.2% |
| All | +229.3% | -22.2% | +251.5% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling