+446.5%
APLD vs ULTA
+32.1%
+414.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.6% | +10.0% | +8.9% |
| 7D | +16.6% | +0.7% | +15.9% | +16.0% |
| 30D | -3.1% | -2.8% | -0.3% | -2.1% |
| 3M | -30.9% | +18.7% | -49.5% | -38.6% |
| 6M | +12.6% | -15.0% | +27.6% | +22.0% |
| YTD | +15.5% | -9.2% | +24.7% | +20.2% |
| 1Y | +103.5% | +5.7% | +97.9% | +90.1% |
| 3Y | +446.5% | +32.8% | +413.8% | +264.8% |
| All | +446.5% | +32.1% | +414.4% | +264.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling