+269.3%
APLD vs URI
+274.7%
-5.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.2% | +3.9% |
| 7D | +7.8% | +2.6% | +5.2% | +6.4% |
| 30D | -23.0% | +9.1% | -32.0% | -27.7% |
| 3M | -39.7% | +1.0% | -40.7% | -39.8% |
| 6M | -59.8% | +23.3% | -83.2% | -66.6% |
| YTD | -27.0% | +43.3% | -70.3% | -47.8% |
| 1Y | -37.3% | +35.9% | -73.2% | -52.9% |
| 3Y | +281.9% | +158.6% | +123.2% | +56.6% |
| All | +269.3% | +274.7% | -5.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling