-37.3%
APLD vs USHY
+2.1%
-39.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +5.7% |
| 7D | +7.8% | -0.2% | +8.1% | +11.6% |
| 30D | -23.0% | +0.5% | -23.4% | -26.3% |
| 3M | -39.7% | -1.2% | -38.5% | -28.6% |
| 6M | -59.8% | -0.1% | -59.7% | -57.4% |
| YTD | -27.0% | +1.1% | -28.1% | -30.0% |
| 1Y | -37.3% | +2.0% | -39.3% | -45.9% |
| All | -37.3% | +2.1% | -39.4% | -45.9% |
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