+164.4%
APLD vs URA
+30.2%
+134.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -5.3% | -9.4% | -9.0% |
| 7D | -27.0% | -13.3% | -13.7% | -13.9% |
| 30D | -44.1% | -25.9% | -18.2% | -21.4% |
| 3M | -52.6% | -27.8% | -24.8% | -31.8% |
| 6M | -64.5% | -42.8% | -21.6% | -33.7% |
| YTD | -42.2% | -27.5% | -14.7% | -13.5% |
| 1Y | -57.2% | -35.1% | -22.0% | -27.6% |
| All | +164.4% | +30.2% | +134.1% | +172.0% |
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