+192.2%
APLD vs UPST
-73.6%
+265.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.3% | -9.4% | -12.9% |
| 7D | -27.0% | -10.9% | -16.1% | -24.1% |
| 30D | -44.1% | -7.2% | -36.9% | -42.6% |
| 3M | -52.6% | -26.7% | -25.9% | -47.6% |
| 6M | -64.5% | -29.0% | -35.5% | -60.5% |
| YTD | -42.2% | -49.4% | +7.2% | -29.0% |
| 1Y | -57.2% | -47.0% | -10.2% | -47.9% |
| 3Y | +159.5% | -27.0% | +186.5% | +132.2% |
| All | +192.2% | -73.6% | +265.8% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling