+459.6%
APLD vs VGT
+156.7%
+302.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -3.9% |
| 7D | +9.0% | +1.5% | +7.5% | +6.1% |
| 30D | -6.6% | +0.5% | -7.1% | -7.2% |
| 3M | -35.2% | +5.3% | -40.5% | -39.6% |
| 6M | +0.4% | +32.4% | -32.0% | -37.2% |
| YTD | +10.7% | +28.6% | -17.9% | -25.3% |
| 1Y | +78.6% | +37.6% | +40.9% | +9.7% |
| 3Y | +423.9% | +125.5% | +298.4% | +59.3% |
| All | +459.6% | +156.7% | +302.9% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling