+229.3%
APLD vs UMC
+145.0%
+84.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -4.1% |
| 7D | +2.7% | +11.2% | -8.5% | -4.7% |
| 30D | -21.4% | -28.0% | +6.6% | +0.4% |
| 3M | -47.8% | -20.5% | -27.3% | -38.2% |
| 6M | -64.9% | -1.6% | -63.3% | -66.7% |
| YTD | -34.9% | +99.4% | -134.2% | -67.4% |
| 1Y | -30.7% | +120.4% | -151.2% | -68.2% |
| 3Y | +305.3% | +134.2% | +171.1% | +71.9% |
| All | +229.3% | +145.0% | +84.3% | +40.5% |
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