+252.0%
APLD vs UPST
+2.1%
+249.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +7.0% |
| 7D | +3.1% | +4.4% | -1.3% | +1.4% |
| 30D | -29.4% | -7.7% | -21.7% | -27.3% |
| 3M | -42.8% | -28.4% | -14.3% | -36.1% |
| 6M | -59.5% | -23.2% | -36.3% | -55.8% |
| YTD | -31.8% | -49.1% | +17.3% | -16.4% |
| 1Y | -46.0% | -42.4% | -3.7% | -35.9% |
| 3Y | +252.0% | +5.4% | +246.6% | +172.3% |
| All | +252.0% | +2.1% | +249.9% | +172.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling