+443.7%
APLD vs VCIT
+15.8%
+427.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.1% | -0.3% | +4.4% | +5.1% |
| 30D | -11.7% | -0.8% | -11.0% | -9.7% |
| 3M | -40.3% | -1.0% | -39.3% | -38.2% |
| 6M | -8.0% | -1.8% | -6.1% | -1.8% |
| YTD | +7.5% | -0.7% | +8.2% | +11.4% |
| 1Y | +84.0% | +1.0% | +83.0% | +82.6% |
| 3Y | +356.2% | +18.8% | +337.4% | +203.4% |
| All | +443.7% | +15.8% | +427.9% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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