+84.0%
APLD vs VCLT
-0.4%
+84.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.5% |
| 7D | +4.1% | -0.5% | +4.6% | +5.7% |
| 30D | -11.7% | -0.9% | -10.9% | -9.3% |
| 3M | -40.3% | -3.2% | -37.0% | -34.1% |
| 6M | -8.0% | -3.8% | -4.1% | +0.3% |
| YTD | +7.5% | -2.0% | +9.6% | +15.9% |
| 1Y | +84.0% | -0.8% | +84.8% | +112.4% |
| All | +84.0% | -0.4% | +84.4% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling