+354.6%
APLD vs VFC
+49.7%
+304.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.5% |
| 7D | +7.8% | -1.4% | +9.2% | +8.4% |
| 30D | -23.0% | +30.7% | -53.7% | -28.4% |
| 3M | -39.7% | +40.6% | -80.3% | -45.2% |
| 6M | -59.8% | +16.5% | -76.3% | -61.6% |
| YTD | -27.0% | +16.2% | -43.1% | -30.4% |
| 1Y | -37.3% | +42.4% | -79.8% | -43.0% |
| All | +354.6% | +49.7% | +304.9% | +283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling