+443.7%
APLD vs ULTA
+39.0%
+404.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.0% |
| 7D | +4.1% | +9.0% | -4.9% | -1.7% |
| 30D | -11.7% | +4.6% | -16.3% | -15.0% |
| 3M | -40.3% | +22.0% | -62.2% | -48.6% |
| 6M | -8.0% | -14.7% | +6.7% | +0.5% |
| YTD | +7.5% | -6.8% | +14.3% | +10.4% |
| 1Y | +84.0% | +6.5% | +77.5% | +69.5% |
| 3Y | +356.2% | +35.6% | +320.6% | +231.9% |
| All | +443.7% | +39.0% | +404.7% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling