+269.3%
APLD vs UEC
+22.8%
+246.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.5% | +6.9% |
| 7D | +7.8% | +0.6% | +7.3% | +8.0% |
| 30D | -23.0% | -18.1% | -4.8% | -13.6% |
| 3M | -39.7% | -36.9% | -2.8% | -23.9% |
| 6M | -59.8% | -56.1% | -3.7% | -40.0% |
| YTD | -27.0% | -38.1% | +11.1% | -8.0% |
| 1Y | -37.3% | -41.7% | +4.4% | -18.1% |
| 3Y | +281.9% | +28.2% | +253.7% | +202.4% |
| All | +269.3% | +22.8% | +246.5% | +195.6% |
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