+443.7%
APLD vs UVXY
-99.5%
+543.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +2.0% |
| 7D | +4.1% | -5.0% | +9.1% | +2.3% |
| 30D | -11.7% | -20.5% | +8.8% | -18.6% |
| 3M | -40.3% | -36.6% | -3.7% | -47.3% |
| 6M | -8.0% | -56.9% | +49.0% | -24.3% |
| YTD | +7.5% | -51.2% | +58.8% | -4.4% |
| 1Y | +84.0% | -69.8% | +153.8% | +43.6% |
| 3Y | +356.2% | -95.1% | +451.3% | +241.5% |
| All | +443.7% | -99.5% | +543.2% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling