-46.8%
APLD vs USAR
-50.4%
+3.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.5% | +1.0% | +4.0% |
| 7D | +3.1% | -1.1% | +4.2% | +4.1% |
| 30D | -29.4% | -30.3% | +0.9% | -14.6% |
| 3M | -42.8% | -54.7% | +11.9% | -15.0% |
| 6M | -59.5% | -67.5% | +8.0% | -31.1% |
| YTD | -31.8% | -26.4% | -5.4% | -28.7% |
| All | -46.8% | -50.4% | +3.5% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling