+443.7%
APLD vs UPST
-66.6%
+510.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | +4.1% | -3.5% | +7.6% | +5.4% |
| 30D | -11.7% | -7.1% | -4.6% | -9.8% |
| 3M | -40.3% | -13.1% | -27.2% | -37.4% |
| 6M | -8.0% | -1.1% | -6.9% | -9.0% |
| YTD | +7.5% | -35.9% | +43.4% | +22.2% |
| 1Y | +84.0% | -57.4% | +141.4% | +134.9% |
| 3Y | +356.2% | -14.9% | +371.1% | +288.1% |
| All | +443.7% | -66.6% | +510.3% | +304.8% |
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