-20.9%
UNH vs APLD
+477.4%
-498.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.9% |
| 7D | -1.7% | +9.0% | -10.6% | -1.7% |
| 30D | -3.8% | -6.6% | +2.8% | -3.8% |
| 3M | -4.3% | -35.2% | +31.0% | -4.1% |
| 6M | +38.6% | +0.4% | +38.2% | +38.4% |
| YTD | +20.7% | +10.7% | +10.0% | +20.1% |
| 1Y | +16.0% | +78.6% | -62.6% | +14.8% |
| 3Y | -13.5% | +423.9% | -437.4% | -17.1% |
| All | -20.9% | +477.4% | -498.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling