+229.3%
APLD vs UEC
+13.1%
+216.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.2% |
| 3M | -47.8% | -40.5% | -7.4% | -32.1% |
| 6M | -64.9% | -56.7% | -8.2% | -47.0% |
| YTD | -34.9% | -43.0% | +8.1% | -14.3% |
| 1Y | -30.7% | -42.5% | +11.8% | -8.6% |
| 3Y | +305.3% | +11.6% | +293.8% | +248.6% |
| All | +229.3% | +13.1% | +216.2% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling