+192.2%
APLD vs OUST
-25.4%
+217.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.0% | -5.7% | -11.5% |
| 7D | -27.0% | -5.0% | -22.0% | -25.9% |
| 30D | -44.1% | -32.0% | -12.0% | -36.1% |
| 3M | -52.6% | -32.4% | -20.2% | -45.9% |
| 6M | -64.5% | +6.7% | -71.2% | -67.4% |
| YTD | -42.2% | +41.0% | -83.2% | -51.8% |
| 1Y | -57.2% | +18.0% | -75.2% | -61.8% |
| 3Y | +159.5% | +560.6% | -401.1% | +12.5% |
| All | +192.2% | -25.4% | +217.5% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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