+446.5%
APLD vs UVXY
-95.1%
+541.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +8.2% |
| 7D | +16.6% | -4.7% | +21.3% | +14.6% |
| 30D | -3.1% | -17.1% | +14.0% | -9.0% |
| 3M | -30.9% | -39.9% | +9.1% | -40.3% |
| 6M | +12.6% | -66.9% | +79.5% | -16.0% |
| YTD | +15.5% | -50.1% | +65.6% | +3.6% |
| 1Y | +103.5% | -68.3% | +171.8% | +63.0% |
| 3Y | +446.5% | -95.0% | +541.5% | +342.1% |
| All | +446.5% | -95.1% | +541.6% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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