+459.6%
APLD vs USHY
+29.1%
+430.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.1% |
| 7D | +9.0% | -0.1% | +9.1% | +9.8% |
| 30D | -6.6% | 0.0% | -6.6% | -6.2% |
| 3M | -35.2% | +0.8% | -36.1% | -37.3% |
| 6M | +0.4% | +1.9% | -1.5% | -5.8% |
| YTD | +10.7% | +2.3% | +8.4% | +3.5% |
| 1Y | +78.6% | +4.1% | +74.4% | +53.5% |
| 3Y | +423.9% | +27.8% | +396.2% | +98.0% |
| All | +459.6% | +29.1% | +430.4% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling