+459.6%
APLD vs VCLT
+1.8%
+457.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.8% |
| 7D | +9.0% | 0.0% | +8.9% | +8.9% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | -35.2% | -2.9% | -32.4% | -31.9% |
| 6M | +0.4% | -4.0% | +4.4% | +8.0% |
| YTD | +10.7% | -2.2% | +12.9% | +16.3% |
| 1Y | +78.6% | -2.6% | +81.1% | +88.5% |
| 3Y | +423.9% | +12.3% | +411.7% | +357.7% |
| All | +459.6% | +1.8% | +457.8% | +500.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling