+121.5%
APLD vs USAR
-21.7%
+143.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.3% | +2.2% |
| 7D | -6.3% | -9.1% | +2.7% | -3.8% |
| 30D | -29.6% | -36.9% | +7.4% | -20.7% |
| 3M | -42.6% | -58.4% | +15.8% | -29.0% |
| 6M | -59.6% | -70.6% | +11.1% | -46.3% |
| YTD | -32.0% | -33.4% | +1.5% | -22.8% |
| 1Y | -46.9% | -54.0% | +7.1% | -36.4% |
| 3Y | +255.7% | -22.7% | +278.3% | +411.1% |
| All | +121.5% | -21.7% | +143.3% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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