+249.5%
APLD vs ULTA
+60.4%
+189.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.1% | -4.6% |
| 7D | +19.6% | +0.2% | +19.4% | +19.5% |
| 30D | -24.5% | +12.4% | -36.9% | -30.4% |
| 3M | -45.6% | +22.4% | -68.0% | -53.0% |
| 6M | -61.4% | +28.9% | -90.3% | -68.0% |
| YTD | -30.9% | +7.6% | -38.5% | -35.8% |
| 1Y | -35.8% | +21.6% | -57.4% | -45.6% |
| 3Y | +261.4% | +67.0% | +194.4% | +124.3% |
| All | +249.5% | +60.4% | +189.1% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling