+446.5%
APLD vs UMC
+252.5%
+194.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.1% | +2.3% | +4.3% |
| 7D | +16.6% | +6.6% | +10.0% | +12.0% |
| 30D | -3.1% | +16.6% | -19.7% | -12.1% |
| 3M | -30.9% | +11.0% | -41.9% | -37.8% |
| 6M | +12.6% | +131.3% | -118.7% | -39.1% |
| YTD | +15.5% | +182.5% | -167.0% | -49.3% |
| 1Y | +103.5% | +222.3% | -118.7% | -20.8% |
| 3Y | +446.5% | +253.0% | +193.5% | +89.8% |
| All | +446.5% | +252.5% | +194.0% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling