+459.6%
APLD vs UMC
+260.9%
+198.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -6.9% |
| 7D | +9.0% | +13.6% | -4.7% | -0.6% |
| 30D | -6.6% | +20.8% | -27.4% | -18.7% |
| 3M | -35.2% | +16.1% | -51.4% | -44.8% |
| 6M | +0.4% | +137.3% | -136.9% | -52.0% |
| YTD | +10.7% | +193.8% | -183.1% | -58.4% |
| 1Y | +78.6% | +236.1% | -157.5% | -41.0% |
| 3Y | +423.9% | +267.1% | +156.8% | +58.4% |
| All | +459.6% | +260.9% | +198.7% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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