+244.7%
APLD vs U
-42.9%
+287.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +3.1% | +32.3% | -29.2% | -9.1% |
| 30D | -29.4% | +9.7% | -39.1% | -32.8% |
| 3M | -42.8% | +19.6% | -62.4% | -47.7% |
| 6M | -59.5% | +82.6% | -142.1% | -69.2% |
| YTD | -31.8% | +16.4% | -48.2% | -41.0% |
| 1Y | -46.0% | +28.5% | -74.5% | -54.7% |
| 3Y | +252.0% | +103.8% | +148.2% | +124.0% |
| All | +244.7% | -42.9% | +287.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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