+220.6%
APLD vs VFC
-57.2%
+277.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.1% | +9.6% | +9.7% |
| 7D | -12.7% | +11.2% | -23.9% | -15.7% |
| 30D | -34.7% | +41.5% | -76.2% | -41.8% |
| 3M | -46.1% | +38.9% | -85.1% | -51.9% |
| 6M | -64.9% | +6.1% | -71.0% | -65.9% |
| YTD | -36.6% | +14.5% | -51.1% | -40.1% |
| 1Y | -50.0% | +46.0% | -95.9% | -56.2% |
| 3Y | +190.1% | +36.4% | +153.7% | +132.6% |
| All | +220.6% | -57.2% | +277.8% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling