+243.9%
APLD vs VEEV
+60.2%
+183.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -29.6% | +3.2% | -32.7% | -30.1% |
| 3M | -42.6% | +30.2% | -72.8% | -46.4% |
| 6M | -59.6% | +83.7% | -143.3% | -66.3% |
| YTD | -32.0% | +36.9% | -68.9% | -37.6% |
| 1Y | -46.9% | +3.3% | -50.3% | -45.6% |
| 3Y | +255.7% | +85.1% | +170.6% | +178.2% |
| All | +243.9% | +60.2% | +183.8% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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