+305.3%
APLD vs VCLT
+14.4%
+290.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.0% |
| 7D | +2.7% | -2.3% | +5.0% | +7.1% |
| 30D | -21.4% | +0.8% | -22.2% | -22.8% |
| 3M | -47.8% | -2.7% | -45.2% | -45.2% |
| 6M | -64.9% | -4.3% | -60.6% | -61.6% |
| YTD | -34.9% | -4.3% | -30.6% | -28.4% |
| 1Y | -30.7% | -4.4% | -26.4% | -23.8% |
| 3Y | +305.3% | +13.8% | +291.6% | +300.3% |
| All | +305.3% | +14.4% | +290.9% | +300.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling