+192.2%
APLD vs USB
+45.8%
+146.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.1% | -12.6% | -13.1% |
| 7D | -27.0% | -1.5% | -25.5% | -26.2% |
| 30D | -44.1% | +4.3% | -48.4% | -46.1% |
| 3M | -52.6% | -6.1% | -46.5% | -50.6% |
| 6M | -64.5% | +9.4% | -73.9% | -67.4% |
| YTD | -42.2% | +15.2% | -57.4% | -48.8% |
| 1Y | -57.2% | +32.8% | -89.9% | -66.1% |
| 3Y | +159.5% | +91.3% | +68.2% | +50.2% |
| All | +192.2% | +45.8% | +146.3% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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