+220.6%
APLD vs UL
+54.2%
+166.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.5% | +12.3% | +10.2% |
| 7D | -12.7% | +1.1% | -13.8% | -13.2% |
| 30D | -34.7% | +8.2% | -42.9% | -36.7% |
| 3M | -46.1% | +4.5% | -50.7% | -47.3% |
| 6M | -64.9% | +12.6% | -77.4% | -67.0% |
| YTD | -36.6% | +3.5% | -40.1% | -38.4% |
| 1Y | -50.0% | -0.4% | -49.5% | -50.7% |
| 3Y | +190.1% | +36.0% | +154.1% | +101.1% |
| All | +220.6% | +54.2% | +166.4% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling