+403.2%
APLD vs VEEV
+24.3%
+379.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.0% | +2.2% |
| 7D | +4.1% | -0.6% | +4.6% | +4.1% |
| 30D | -11.7% | +28.8% | -40.6% | -14.8% |
| 3M | -40.3% | +54.0% | -94.3% | -44.5% |
| 6M | -8.0% | +46.0% | -53.9% | -13.1% |
| YTD | +7.5% | +23.2% | -15.7% | +7.5% |
| 1Y | +84.0% | +1.9% | +82.2% | +95.9% |
| All | +403.2% | +24.3% | +379.0% | +310.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling