+483.7%
APLD vs UEC
+101.9%
+381.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.3% | +5.8% |
| 7D | +16.6% | +2.6% | +14.0% | +15.1% |
| 30D | -3.1% | +5.6% | -8.7% | -6.8% |
| 3M | -30.9% | -5.7% | -25.1% | -30.2% |
| 6M | +12.6% | -8.0% | +20.7% | +13.8% |
| YTD | +15.5% | +1.8% | +13.7% | +11.9% |
| 1Y | +103.5% | +0.6% | +102.9% | +99.1% |
| 3Y | +446.5% | +155.2% | +291.4% | +192.7% |
| All | +483.7% | +101.9% | +381.8% | +259.5% |
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