-17.9%
UNH vs APLD
+260.6%
-278.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.6% |
| 7D | +2.4% | +19.6% | -17.2% | +2.2% |
| 30D | +7.2% | -24.5% | +31.7% | +7.4% |
| 3M | +0.5% | -45.6% | +46.1% | +0.8% |
| 6M | +3.4% | -61.4% | +64.8% | +3.9% |
| YTD | +25.2% | -30.9% | +56.0% | +24.9% |
| 1Y | +22.7% | -35.8% | +58.5% | +22.4% |
| 3Y | -20.3% | +261.4% | -281.7% | -23.5% |
| All | -17.9% | +260.6% | -278.6% | -23.9% |
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