+483.7%
APLD vs UL
+48.4%
+435.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.7% |
| 7D | +16.6% | -1.3% | +17.9% | +17.0% |
| 30D | -3.1% | +0.9% | -4.0% | -3.6% |
| 3M | -30.9% | +14.2% | -45.1% | -35.4% |
| 6M | +12.6% | -3.2% | +15.8% | +13.9% |
| YTD | +15.5% | -0.3% | +15.8% | +14.2% |
| 1Y | +103.5% | -8.8% | +112.3% | +110.7% |
| 3Y | +446.5% | +23.9% | +422.7% | +307.9% |
| All | +483.7% | +48.4% | +435.3% | +241.1% |
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