+78.6%
APLD vs USHY
+4.0%
+74.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -2.0% |
| 7D | +9.0% | -0.1% | +9.1% | +10.7% |
| 30D | -6.6% | 0.0% | -6.6% | -5.8% |
| 3M | -35.2% | +0.8% | -36.1% | -39.9% |
| 6M | +0.4% | +1.9% | -1.5% | -13.9% |
| YTD | +10.7% | +2.3% | +8.4% | -5.0% |
| 1Y | +78.6% | +4.1% | +74.4% | +45.0% |
| All | +78.6% | +4.0% | +74.5% | +45.0% |
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 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