+373.4%
APLD vs UL
+25.2%
+348.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.1% | -1.3% | +5.4% | +4.1% |
| 30D | -11.7% | +0.5% | -12.2% | -11.7% |
| 3M | -40.3% | +17.6% | -57.9% | -41.3% |
| 6M | -8.0% | -5.4% | -2.6% | -6.3% |
| YTD | +7.5% | +0.7% | +6.8% | +8.0% |
| 1Y | +84.0% | -9.3% | +93.3% | +90.0% |
| All | +373.4% | +25.2% | +348.2% | +219.3% |
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