+244.7%
APLD vs VFC
-56.0%
+300.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +6.7% |
| 7D | +3.1% | +7.7% | -4.6% | +0.9% |
| 30D | -29.4% | +39.2% | -68.6% | -36.7% |
| 3M | -42.8% | +40.3% | -83.0% | -49.0% |
| 6M | -59.5% | +11.4% | -70.8% | -61.3% |
| YTD | -31.8% | +17.5% | -49.3% | -36.0% |
| 1Y | -46.0% | +45.9% | -91.9% | -52.7% |
| 3Y | +252.0% | +47.3% | +204.7% | +173.6% |
| All | +244.7% | -56.0% | +300.8% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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