+249.5%
APLD vs VIAV
+120.0%
+129.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.6% |
| 7D | +19.6% | +23.7% | -4.1% | +6.3% |
| 30D | -24.5% | -21.2% | -3.3% | -13.6% |
| 3M | -45.6% | -24.5% | -21.1% | -37.2% |
| 6M | -61.4% | -39.1% | -22.4% | -51.6% |
| YTD | -30.9% | +82.6% | -113.5% | -54.0% |
| 1Y | -35.8% | +82.7% | -118.5% | -57.1% |
| 3Y | +261.4% | +315.1% | -53.6% | +40.1% |
| All | +249.5% | +120.0% | +129.5% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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