+250.2%
APLD vs USAR
+74.0%
+176.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.9% |
| 7D | +4.1% | -2.1% | +6.2% | +4.6% |
| 30D | -11.7% | +2.6% | -14.3% | -12.7% |
| 3M | -40.3% | -35.0% | -5.3% | -34.6% |
| 6M | -8.0% | -6.9% | -1.1% | -7.3% |
| YTD | +7.5% | +48.0% | -40.4% | +0.1% |
| 1Y | +84.0% | +24.8% | +59.2% | +75.5% |
| 3Y | +356.2% | +73.2% | +283.0% | +447.2% |
| All | +250.2% | +74.0% | +176.2% | +361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling