+475.0%
APLD vs UMAC
+508.0%
-33.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -3.1% |
| 7D | +9.0% | +3.3% | +5.7% | +8.4% |
| 30D | -6.6% | -10.4% | +3.8% | -5.8% |
| 3M | -35.2% | +1.8% | -37.0% | -36.3% |
| 6M | +0.4% | +40.7% | -40.3% | -9.7% |
| YTD | +10.7% | +90.9% | -80.2% | -4.9% |
| 1Y | +78.6% | +151.8% | -73.2% | +47.1% |
| All | +475.0% | +508.0% | -33.0% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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