+229.3%
APLD vs USHY
+27.1%
+202.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.2% |
| 7D | +2.7% | -0.4% | +3.1% | +5.3% |
| 30D | -21.4% | +0.6% | -22.0% | -23.2% |
| 3M | -47.8% | -2.0% | -45.8% | -41.0% |
| 6M | -64.9% | -0.5% | -64.3% | -62.6% |
| YTD | -34.9% | +0.6% | -35.5% | -32.7% |
| 1Y | -30.7% | +2.1% | -32.9% | -33.4% |
| 3Y | +305.3% | +25.3% | +280.0% | +70.8% |
| All | +229.3% | +27.1% | +202.2% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling