+444.7%
APLD vs ULTA
+34.7%
+410.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.1% |
| 7D | +0.2% | -3.1% | +3.3% | +2.1% |
| 30D | -15.2% | +2.8% | -18.0% | -17.4% |
| 3M | -36.3% | +14.8% | -51.1% | -42.9% |
| 6M | -7.4% | -16.2% | +8.9% | +2.1% |
| YTD | +7.7% | -9.6% | +17.4% | +12.7% |
| 1Y | +53.8% | +4.8% | +49.0% | +42.9% |
| 3Y | +407.1% | +30.7% | +376.4% | +278.6% |
| All | +444.7% | +34.7% | +410.0% | +250.2% |
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