+373.4%
APLD vs VFC
-28.0%
+401.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | +4.1% | -1.6% | +5.7% | +4.5% |
| 30D | -11.7% | -11.6% | -0.1% | -8.9% |
| 3M | -40.3% | -18.1% | -22.2% | -37.1% |
| 6M | -8.0% | -27.4% | +19.4% | -0.4% |
| YTD | +7.5% | -24.8% | +32.4% | +15.4% |
| 1Y | +84.0% | -8.2% | +92.2% | +86.6% |
| All | +373.4% | -28.0% | +401.5% | +367.4% |
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