+192.2%
APLD vs U
-45.8%
+237.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +14.9% | -29.6% | -20.5% |
| 7D | -27.0% | +24.3% | -51.3% | -34.2% |
| 30D | -44.1% | +8.6% | -52.6% | -46.6% |
| 3M | -52.6% | +37.6% | -90.1% | -59.5% |
| 6M | -64.5% | +78.5% | -143.0% | -72.8% |
| YTD | -42.2% | +10.5% | -52.7% | -49.1% |
| 1Y | -57.2% | +15.2% | -72.4% | -62.5% |
| 3Y | +159.5% | +76.6% | +83.0% | +73.2% |
| All | +192.2% | -45.8% | +237.9% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling