+253.4%
APLD vs UMAC
+214.8%
+38.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.6% | +6.4% | +0.9% |
| 7D | -6.3% | -13.9% | +7.5% | -3.7% |
| 30D | -29.6% | -39.6% | +10.0% | -22.8% |
| 3M | -42.6% | -53.6% | +11.0% | -35.0% |
| 6M | -59.6% | -6.2% | -53.4% | -60.1% |
| YTD | -32.0% | -1.2% | -30.8% | -34.4% |
| 1Y | -46.9% | +9.7% | -56.6% | -49.6% |
| All | +253.4% | +214.8% | +38.6% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling