+164.4%
APLD vs UPST
-28.6%
+192.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.3% | -9.4% | -12.9% |
| 7D | -27.0% | -10.9% | -16.1% | -24.0% |
| 30D | -44.1% | -7.2% | -36.9% | -42.5% |
| 3M | -52.6% | -26.7% | -25.9% | -47.5% |
| 6M | -64.5% | -29.0% | -35.5% | -60.5% |
| YTD | -42.2% | -49.4% | +7.2% | -29.2% |
| 1Y | -57.2% | -47.0% | -10.2% | -48.0% |
| All | +164.4% | -28.6% | +192.9% | +146.1% |
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