+220.6%
APLD vs UEC
+17.5%
+203.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +6.8% | +2.9% | +6.2% |
| 7D | -12.7% | -10.2% | -2.5% | -6.9% |
| 30D | -34.7% | -26.9% | -7.8% | -22.3% |
| 3M | -46.1% | -35.7% | -10.4% | -32.6% |
| 6M | -64.9% | -56.1% | -8.7% | -47.3% |
| YTD | -36.6% | -40.8% | +4.2% | -18.1% |
| 1Y | -50.0% | -43.4% | -6.6% | -33.4% |
| 3Y | +190.1% | +25.4% | +164.7% | +132.4% |
| All | +220.6% | +17.5% | +203.1% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling