+269.3%
APLD vs OUST
-6.6%
+275.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +7.8% | +14.0% | -6.1% | +3.3% |
| 30D | -23.0% | +2.5% | -25.5% | -23.7% |
| 3M | -39.7% | -15.3% | -24.4% | -36.4% |
| 6M | -59.8% | +42.6% | -102.4% | -66.7% |
| YTD | -27.0% | +76.6% | -103.6% | -43.7% |
| 1Y | -37.3% | +54.1% | -91.4% | -49.0% |
| 3Y | +281.9% | +675.3% | -393.4% | +56.9% |
| All | +269.3% | -6.6% | +275.8% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling