+252.0%
APLD vs VGT
+107.7%
+144.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.2% | +4.3% | +1.1% |
| 7D | +3.1% | -1.6% | +4.7% | +7.7% |
| 30D | -29.4% | -12.5% | -16.9% | -5.2% |
| 3M | -42.8% | -7.7% | -35.1% | -30.4% |
| 6M | -59.5% | -0.2% | -59.3% | -56.8% |
| YTD | -31.8% | +19.3% | -51.1% | -46.7% |
| 1Y | -46.0% | +18.2% | -64.2% | -56.1% |
| 3Y | +252.0% | +109.6% | +142.4% | +40.1% |
| All | +252.0% | +107.7% | +144.3% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling