+243.9%
APLD vs UL
+55.3%
+188.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.3% | +2.6% | -8.9% | -7.0% |
| 30D | -29.6% | +6.8% | -36.3% | -31.4% |
| 3M | -42.6% | +5.7% | -48.3% | -44.0% |
| 6M | -59.6% | +15.9% | -75.4% | -62.5% |
| YTD | -32.0% | +4.3% | -36.2% | -34.0% |
| 1Y | -46.9% | -0.4% | -46.5% | -47.5% |
| 3Y | +255.7% | +35.0% | +220.7% | +150.1% |
| All | +243.9% | +55.3% | +188.6% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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