+269.3%
APLD vs UL
+53.7%
+215.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.6% |
| 7D | +7.8% | -1.7% | +9.5% | +8.1% |
| 30D | -23.0% | +4.5% | -27.5% | -24.5% |
| 3M | -39.7% | +5.5% | -45.1% | -41.3% |
| 6M | -59.8% | +17.0% | -76.8% | -63.0% |
| YTD | -27.0% | +3.2% | -30.1% | -29.0% |
| 1Y | -37.3% | -1.9% | -35.4% | -37.6% |
| 3Y | +281.9% | +33.6% | +248.3% | +169.0% |
| All | +269.3% | +53.7% | +215.6% | +112.0% |
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 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