+244.7%
APLD vs UL
+55.6%
+189.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.3% |
| 7D | +3.1% | +0.3% | +2.8% | +2.8% |
| 30D | -29.4% | +7.0% | -36.4% | -31.2% |
| 3M | -42.8% | +5.8% | -48.6% | -44.2% |
| 6M | -59.5% | +16.1% | -75.6% | -62.4% |
| YTD | -31.8% | +4.5% | -36.3% | -33.9% |
| 1Y | -46.0% | -1.3% | -44.7% | -46.2% |
| 3Y | +252.0% | +35.0% | +217.0% | +147.9% |
| All | +244.7% | +55.6% | +189.1% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling