+190.1%
APLD vs URA
+36.0%
+154.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.4% | +5.3% | +4.9% |
| 7D | -12.7% | -4.1% | -8.6% | -7.6% |
| 30D | -34.7% | -19.0% | -15.7% | -16.4% |
| 3M | -46.1% | -25.1% | -21.0% | -25.4% |
| 6M | -64.9% | -44.5% | -20.4% | -32.6% |
| YTD | -36.6% | -24.3% | -12.3% | -9.3% |
| 1Y | -50.0% | -28.1% | -21.8% | -23.3% |
| 3Y | +190.1% | +40.7% | +149.4% | +185.4% |
| All | +190.1% | +36.0% | +154.2% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling