+229.3%
APLD vs URA
+31.0%
+198.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -3.9% |
| 7D | +2.7% | -1.5% | +4.2% | +4.7% |
| 30D | -21.4% | -10.4% | -11.0% | -8.9% |
| 3M | -47.8% | -29.6% | -18.2% | -21.0% |
| 6M | -64.9% | -40.3% | -24.6% | -35.2% |
| YTD | -34.9% | -25.5% | -9.4% | -4.4% |
| 1Y | -30.7% | -26.4% | -4.3% | +4.8% |
| 3Y | +305.3% | +31.4% | +273.9% | +208.8% |
| All | +229.3% | +31.0% | +198.3% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling