+499.8%
APLD vs UMAC
+549.5%
-49.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.3% | -2.0% | +5.8% |
| 7D | +16.6% | +14.7% | +1.8% | +14.0% |
| 30D | -3.1% | -0.5% | -2.6% | -3.9% |
| 3M | -30.9% | +0.5% | -31.4% | -31.9% |
| 6M | +12.6% | +57.9% | -45.3% | -0.5% |
| YTD | +15.5% | +103.9% | -88.5% | -1.9% |
| 1Y | +103.5% | +159.3% | -55.8% | +66.4% |
| All | +499.8% | +549.5% | -49.7% | +357.8% |
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