+192.2%
APLD vs URI
+239.2%
-47.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -7.1% | -7.6% | -8.7% |
| 7D | -27.0% | -12.9% | -14.1% | -17.4% |
| 30D | -44.1% | -3.4% | -40.7% | -41.9% |
| 3M | -52.6% | -10.0% | -42.5% | -47.9% |
| 6M | -64.5% | +12.2% | -76.7% | -67.9% |
| YTD | -42.2% | +29.8% | -72.0% | -55.2% |
| 1Y | -57.2% | +24.6% | -81.8% | -65.5% |
| 3Y | +159.5% | +137.6% | +21.9% | +13.7% |
| All | +192.2% | +239.2% | -47.1% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling