-46.5%
APLD vs VICR
+76.0%
-122.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.1% | +4.4% | -0.9% |
| 7D | -18.5% | -26.6% | +8.0% | -4.2% |
| 30D | -32.8% | -47.9% | +15.2% | -6.9% |
| 3M | -46.9% | -29.8% | -17.1% | -38.9% |
| 6M | -53.4% | -36.6% | -16.8% | -47.8% |
| YTD | -32.3% | +45.1% | -77.4% | -65.9% |
| 1Y | -46.5% | +80.0% | -126.5% | -79.2% |
| All | -46.5% | +76.0% | -122.5% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling