+252.0%
APLD vs UMC
+126.5%
+125.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.5% | 0.0% | +2.7% |
| 7D | +3.1% | -9.2% | +12.2% | +10.0% |
| 30D | -29.4% | -35.1% | +5.8% | -6.6% |
| 3M | -42.8% | -20.5% | -22.3% | -33.4% |
| 6M | -59.5% | -1.7% | -57.7% | -60.5% |
| YTD | -31.8% | +92.8% | -124.6% | -60.5% |
| 1Y | -46.0% | +104.5% | -150.5% | -70.0% |
| 3Y | +252.0% | +129.8% | +122.2% | +77.0% |
| All | +252.0% | +126.5% | +125.5% | +77.0% |
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