+305.3%
APLD vs UL
+35.0%
+270.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.7% |
| 7D | +2.7% | +0.3% | +2.4% | +2.8% |
| 30D | -21.4% | +3.7% | -25.1% | -20.9% |
| 3M | -47.8% | +5.6% | -53.5% | -47.5% |
| 6M | -64.9% | +17.2% | -82.1% | -65.0% |
| YTD | -34.9% | +3.9% | -38.7% | -34.1% |
| 1Y | -30.7% | 0.0% | -30.7% | -29.4% |
| 3Y | +305.3% | +34.8% | +270.5% | +184.4% |
| All | +305.3% | +35.0% | +270.3% | +184.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling