+443.7%
APLD vs UEC
+95.9%
+347.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +4.1% | -6.9% | +11.0% | +7.9% |
| 30D | -11.7% | +7.6% | -19.4% | -16.0% |
| 3M | -40.3% | -18.4% | -21.9% | -35.1% |
| 6M | -8.0% | -23.3% | +15.3% | +1.6% |
| YTD | +7.5% | -1.2% | +8.7% | +5.8% |
| 1Y | +84.0% | +2.3% | +81.7% | +78.7% |
| 3Y | +356.2% | +162.3% | +194.0% | +138.6% |
| All | +443.7% | +95.9% | +347.8% | +239.7% |
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