+243.9%
APLD vs U
-44.1%
+288.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | -6.3% | +24.4% | -30.7% | -15.5% |
| 30D | -29.6% | +7.4% | -36.9% | -32.4% |
| 3M | -42.6% | +16.8% | -59.4% | -47.1% |
| 6M | -59.6% | +78.8% | -138.3% | -69.0% |
| YTD | -32.0% | +14.0% | -45.9% | -40.7% |
| 1Y | -46.9% | +16.7% | -63.7% | -53.7% |
| 3Y | +255.7% | +86.4% | +169.3% | +133.5% |
| All | +243.9% | -44.1% | +288.0% | +108.8% |
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