+443.7%
APLD vs FLUT
-4.0%
+447.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.9% |
| 7D | +4.1% | -1.6% | +5.7% | +4.9% |
| 30D | -11.7% | +7.7% | -19.5% | -15.8% |
| 3M | -40.3% | -0.7% | -39.6% | -42.1% |
| 6M | -8.0% | -11.2% | +3.2% | -6.4% |
| YTD | +7.5% | -53.4% | +61.0% | +59.0% |
| 1Y | +84.0% | -65.8% | +149.8% | +224.9% |
| 3Y | +356.2% | -44.9% | +401.2% | +481.4% |
| All | +443.7% | -4.0% | +447.7% | +309.7% |
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