+373.4%
APLD vs OUST
+554.0%
-180.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | +4.1% | +5.2% | -1.2% | +2.1% |
| 30D | -11.7% | -19.3% | +7.5% | -4.7% |
| 3M | -40.3% | -22.6% | -17.6% | -37.6% |
| 6M | -8.0% | +62.8% | -70.7% | -29.3% |
| YTD | +7.5% | +68.3% | -60.8% | -18.4% |
| 1Y | +84.0% | +28.5% | +55.5% | +48.8% |
| All | +373.4% | +554.0% | -180.6% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling