-46.5%
APLD vs USHY
+1.9%
-48.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -14.5% |
| 7D | -18.5% | -0.2% | -18.3% | -16.5% |
| 30D | -32.8% | +0.7% | -33.4% | -37.1% |
| 3M | -46.9% | -2.2% | -44.7% | -28.9% |
| 6M | -53.4% | -0.9% | -52.5% | -45.7% |
| YTD | -32.3% | +0.2% | -32.4% | -27.2% |
| 1Y | -46.5% | +1.7% | -48.3% | -54.3% |
| All | -46.5% | +1.9% | -48.4% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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