+252.0%
APLD vs URI
+161.0%
+91.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.9% | +0.6% | +2.1% |
| 7D | +3.1% | -4.0% | +7.1% | +7.2% |
| 30D | -29.4% | +6.8% | -36.2% | -32.3% |
| 3M | -42.8% | -2.8% | -40.0% | -41.1% |
| 6M | -59.5% | +20.9% | -80.3% | -65.2% |
| YTD | -31.8% | +40.2% | -72.1% | -49.2% |
| 1Y | -46.0% | +34.1% | -80.1% | -58.1% |
| 3Y | +252.0% | +164.1% | +87.9% | +84.1% |
| All | +252.0% | +161.0% | +91.0% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling