+125.1%
APLD vs USAR
-20.3%
+145.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.8% |
| 7D | +19.6% | +8.8% | +10.9% | +17.1% |
| 30D | -24.5% | -28.5% | +4.0% | -17.5% |
| 3M | -45.6% | -56.2% | +10.6% | -33.5% |
| 6M | -61.4% | -68.4% | +7.0% | -49.5% |
| YTD | -30.9% | -32.2% | +1.3% | -21.9% |
| 1Y | -35.8% | -52.3% | +16.5% | -23.5% |
| 3Y | +261.4% | -21.2% | +282.6% | +417.2% |
| All | +125.1% | -20.3% | +145.4% | +260.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling