+220.6%
APLD vs UPST
-73.9%
+294.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.1% | +10.9% | +10.1% |
| 7D | -12.7% | -4.9% | -7.8% | -11.3% |
| 30D | -34.7% | -8.9% | -25.8% | -32.5% |
| 3M | -46.1% | -26.3% | -19.8% | -40.6% |
| 6M | -64.9% | -23.7% | -41.1% | -61.7% |
| YTD | -36.6% | -49.9% | +13.4% | -21.8% |
| 1Y | -50.0% | -42.0% | -8.0% | -40.8% |
| 3Y | +190.1% | -25.3% | +215.4% | +157.5% |
| All | +220.6% | -73.9% | +294.5% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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