+269.3%
APLD vs VGT
+141.7%
+127.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +1.9% |
| 7D | +7.8% | -1.6% | +9.4% | +12.3% |
| 30D | -23.0% | -10.1% | -12.9% | -3.1% |
| 3M | -39.7% | -5.3% | -34.4% | -30.7% |
| 6M | -59.8% | +0.2% | -60.1% | -57.5% |
| YTD | -27.0% | +21.1% | -48.1% | -42.9% |
| 1Y | -37.3% | +18.2% | -55.5% | -47.7% |
| 3Y | +281.9% | +107.4% | +174.5% | +40.0% |
| All | +269.3% | +141.7% | +127.5% | +1.9% |
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