+122.0%
APLD vs USAR
-13.4%
+135.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.5% | +1.0% | +5.9% |
| 7D | +3.1% | -1.1% | +4.2% | +3.7% |
| 30D | -29.4% | -30.3% | +0.9% | -22.4% |
| 3M | -42.8% | -54.7% | +11.9% | -30.7% |
| 6M | -59.5% | -67.5% | +8.0% | -47.4% |
| YTD | -31.8% | -26.4% | -5.4% | -24.5% |
| 1Y | -46.0% | -49.5% | +3.5% | -36.8% |
| 3Y | +252.0% | -14.5% | +266.5% | +393.7% |
| All | +122.0% | -13.4% | +135.5% | +248.0% |
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