+459.6%
APLD vs VEEV
+36.7%
+422.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | +9.0% | -7.1% | +16.0% | +10.8% |
| 30D | -6.6% | +11.1% | -17.7% | -9.3% |
| 3M | -35.2% | +55.5% | -90.8% | -43.4% |
| 6M | +0.4% | +33.4% | -32.9% | -8.4% |
| YTD | +10.7% | +16.8% | -6.1% | +5.6% |
| 1Y | +78.6% | -7.7% | +86.3% | +85.8% |
| 3Y | +423.9% | +18.4% | +405.6% | +372.8% |
| All | +459.6% | +36.7% | +422.9% | +337.6% |
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