+443.7%
APLD vs UMC
+230.4%
+213.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | -1.4% |
| 7D | +4.1% | +5.0% | -0.9% | +0.3% |
| 30D | -11.7% | +7.7% | -19.4% | -16.6% |
| 3M | -40.3% | +1.7% | -41.9% | -43.7% |
| 6M | -8.0% | +113.9% | -121.9% | -52.5% |
| YTD | +7.5% | +168.9% | -161.4% | -57.0% |
| 1Y | +84.0% | +207.2% | -123.2% | -35.1% |
| 3Y | +356.2% | +227.7% | +128.5% | +50.5% |
| All | +443.7% | +230.4% | +213.3% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling