+164.4%
APLD vs VCIT
+19.8%
+144.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.2% | -14.9% | -15.4% |
| 7D | -27.0% | +0.5% | -27.4% | -28.2% |
| 30D | -44.1% | +2.1% | -46.2% | -48.1% |
| 3M | -52.6% | -1.6% | -51.0% | -49.9% |
| 6M | -64.5% | -1.6% | -62.9% | -62.1% |
| YTD | -42.2% | -1.5% | -40.7% | -38.2% |
| 1Y | -57.2% | -0.4% | -56.8% | -55.6% |
| All | +164.4% | +19.8% | +144.5% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling