-46.5%
APLD vs URA
-32.2%
-14.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.7% | -5.3% |
| 7D | -18.5% | -10.5% | -8.0% | -5.3% |
| 30D | -32.8% | -18.6% | -14.1% | -11.1% |
| 3M | -46.9% | -23.0% | -23.8% | -25.5% |
| 6M | -53.4% | -40.3% | -13.1% | -8.3% |
| YTD | -32.3% | -23.5% | -8.8% | -15.2% |
| 1Y | -46.5% | -31.1% | -15.4% | -20.7% |
| All | -46.5% | -32.2% | -14.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling