+58.1%
APLD vs VG
-51.4%
+109.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.0% | -10.7% | -13.9% |
| 7D | -27.0% | -22.0% | -5.0% | -23.4% |
| 30D | -44.1% | -14.7% | -29.4% | -42.3% |
| 3M | -52.6% | -7.1% | -45.5% | -52.3% |
| 6M | -64.5% | -11.2% | -53.3% | -65.0% |
| YTD | -42.2% | +69.8% | -112.0% | -58.2% |
| 1Y | -57.2% | +49.9% | -107.0% | -67.7% |
| All | +58.1% | -51.4% | +109.6% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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