+403.2%
APLD vs USHY
+28.5%
+374.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +2.0% |
| 7D | +4.1% | -0.1% | +4.2% | +5.2% |
| 30D | -11.7% | +0.1% | -11.8% | -12.1% |
| 3M | -40.3% | +0.8% | -41.1% | -42.9% |
| 6M | -8.0% | +1.7% | -9.7% | -15.3% |
| YTD | +7.5% | +2.5% | +5.1% | -4.8% |
| 1Y | +84.0% | +4.4% | +79.6% | +44.6% |
| All | +403.2% | +28.5% | +374.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling