-37.3%
APLD vs UL
-2.4%
-34.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +6.7% |
| 7D | +7.8% | -1.7% | +9.5% | +6.8% |
| 30D | -23.0% | +4.5% | -27.5% | -20.3% |
| 3M | -39.7% | +5.5% | -45.1% | -37.3% |
| 6M | -59.8% | +17.0% | -76.8% | -56.7% |
| YTD | -27.0% | +3.2% | -30.1% | -24.1% |
| 1Y | -37.3% | -1.9% | -35.4% | -35.2% |
| All | -37.3% | -2.4% | -34.9% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling