+483.7%
APLD vs USHY
+29.4%
+454.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.5% |
| 7D | +16.6% | 0.0% | +16.5% | +16.4% |
| 30D | -3.1% | 0.0% | -3.1% | -2.8% |
| 3M | -30.9% | +1.2% | -32.0% | -34.1% |
| 6M | +12.6% | +2.6% | +10.0% | +2.3% |
| YTD | +15.5% | +2.4% | +13.0% | +6.8% |
| 1Y | +103.5% | +4.2% | +99.3% | +74.0% |
| 3Y | +446.5% | +28.0% | +418.5% | +104.4% |
| All | +483.7% | +29.4% | +454.3% | +138.5% |
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