+244.7%
APLD vs VCLT
+1.7%
+243.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.3% | +7.1% |
| 7D | +3.1% | +1.2% | +1.8% | +1.0% |
| 30D | -29.4% | +3.4% | -32.8% | -33.2% |
| 3M | -42.8% | -0.9% | -41.9% | -42.0% |
| 6M | -59.5% | -3.1% | -56.3% | -57.1% |
| YTD | -31.8% | -2.4% | -29.5% | -28.3% |
| 1Y | -46.0% | -2.7% | -43.4% | -42.9% |
| 3Y | +252.0% | +16.9% | +235.1% | +191.1% |
| All | +244.7% | +1.7% | +243.0% | +270.4% |
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 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