+164.4%
APLD vs OUST
+537.2%
-372.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.0% | -5.7% | -11.3% |
| 7D | -27.0% | -5.0% | -22.0% | -25.8% |
| 30D | -44.1% | -32.0% | -12.0% | -35.5% |
| 3M | -52.6% | -32.4% | -20.2% | -45.5% |
| 6M | -64.5% | +6.7% | -71.2% | -67.8% |
| YTD | -42.2% | +41.0% | -83.2% | -52.8% |
| 1Y | -57.2% | +18.0% | -75.2% | -62.6% |
| All | +164.4% | +537.2% | -372.8% | +13.7% |
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