+249.5%
APLD vs VFC
-57.8%
+307.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -4.4% |
| 7D | +19.6% | -1.4% | +21.0% | +20.2% |
| 30D | -24.5% | +24.6% | -49.1% | -29.8% |
| 3M | -45.6% | +38.4% | -84.0% | -51.3% |
| 6M | -61.4% | +15.3% | -76.7% | -63.4% |
| YTD | -30.9% | +12.7% | -43.6% | -34.3% |
| 1Y | -35.8% | +32.7% | -68.5% | -42.0% |
| 3Y | +261.4% | +43.7% | +217.7% | +182.6% |
| All | +249.5% | -57.8% | +307.3% | +494.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling