+443.7%
APLD vs URA
+89.4%
+354.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.9% |
| 7D | +4.1% | +1.1% | +3.0% | +2.9% |
| 30D | -11.7% | +7.4% | -19.1% | -19.0% |
| 3M | -40.3% | -8.4% | -31.9% | -33.4% |
| 6M | -8.0% | -12.7% | +4.8% | +8.1% |
| YTD | +7.5% | +7.8% | -0.2% | +1.7% |
| 1Y | +84.0% | +19.5% | +64.6% | +56.4% |
| 3Y | +356.2% | +116.4% | +239.8% | +84.4% |
| All | +443.7% | +89.4% | +354.3% | +176.5% |
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