+244.7%
APLD vs UEC
+29.4%
+215.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.1% | -2.6% | +2.2% |
| 7D | +3.1% | +1.5% | +1.6% | +3.0% |
| 30D | -29.4% | -17.1% | -12.3% | -21.3% |
| 3M | -42.8% | -32.3% | -10.5% | -30.3% |
| 6M | -59.5% | -49.7% | -9.7% | -43.4% |
| YTD | -31.8% | -34.8% | +2.9% | -16.3% |
| 1Y | -46.0% | -37.5% | -8.5% | -31.8% |
| 3Y | +252.0% | +37.1% | +214.9% | +169.3% |
| All | +244.7% | +29.4% | +215.4% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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