-37.3%
APLD vs USAR
-52.4%
+15.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +5.0% |
| 7D | +7.8% | +0.8% | +7.0% | +7.6% |
| 30D | -23.0% | -30.1% | +7.1% | -6.9% |
| 3M | -39.7% | -56.3% | +16.6% | -8.7% |
| 6M | -59.8% | -68.6% | +8.7% | -30.3% |
| YTD | -27.0% | -30.5% | +3.6% | -21.9% |
| 1Y | -37.3% | -53.5% | +16.2% | -18.5% |
| All | -37.3% | -52.4% | +15.1% | -18.5% |
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