+220.6%
APLD vs U
-42.8%
+263.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.5% | +4.2% | +7.6% |
| 7D | -12.7% | +36.6% | -49.3% | -24.1% |
| 30D | -34.7% | +13.3% | -48.0% | -38.6% |
| 3M | -46.1% | +26.2% | -72.3% | -51.9% |
| 6M | -64.9% | +88.7% | -153.6% | -73.6% |
| YTD | -36.6% | +16.6% | -53.2% | -45.2% |
| 1Y | -50.0% | +29.0% | -78.9% | -58.1% |
| 3Y | +190.1% | +99.5% | +90.6% | +85.8% |
| All | +220.6% | -42.8% | +263.4% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling