+112.1%
APLD vs USAR
-19.4%
+131.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.1% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | -21.4% | -20.9% | -0.5% | -16.3% |
| 3M | -47.8% | -56.2% | +8.3% | -36.2% |
| 6M | -64.9% | -67.9% | +3.0% | -54.2% |
| YTD | -34.9% | -31.4% | -3.4% | -26.6% |
| 1Y | -30.7% | -45.1% | +14.3% | -19.2% |
| 3Y | +305.3% | -20.3% | +325.6% | +478.3% |
| All | +112.1% | -19.4% | +131.5% | +238.1% |
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