+192.2%
APLD vs FLUT
-20.4%
+212.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +1.4% | -16.1% | -15.4% |
| 7D | -27.0% | +4.8% | -31.8% | -29.4% |
| 30D | -44.1% | +8.8% | -52.9% | -47.1% |
| 3M | -52.6% | -10.7% | -41.9% | -51.3% |
| 6M | -64.5% | -19.7% | -44.8% | -62.9% |
| YTD | -42.2% | -61.4% | +19.2% | -8.0% |
| 1Y | -57.2% | -61.6% | +4.4% | -31.5% |
| 3Y | +159.5% | -51.4% | +210.9% | +242.2% |
| All | +192.2% | -20.4% | +212.6% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling