+305.3%
APLD vs UEC
+18.1%
+287.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.7% |
| 7D | +2.7% | -3.8% | +6.5% | +4.7% |
| 30D | -21.4% | -13.5% | -7.9% | -14.3% |
| 3M | -47.8% | -40.5% | -7.4% | -32.7% |
| 6M | -64.9% | -56.7% | -8.2% | -47.9% |
| YTD | -34.9% | -43.0% | +8.1% | -14.2% |
| 1Y | -30.7% | -42.5% | +11.8% | -8.4% |
| 3Y | +305.3% | +11.6% | +293.8% | +307.6% |
| All | +305.3% | +18.1% | +287.2% | +307.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling