+459.6%
APLD vs VICR
+201.3%
+258.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.0% |
| 7D | +9.0% | +1.3% | +7.7% | +8.4% |
| 30D | -6.6% | -11.9% | +5.3% | -1.8% |
| 3M | -35.2% | -35.1% | -0.1% | -24.1% |
| 6M | +0.4% | +8.1% | -7.7% | -8.1% |
| YTD | +10.7% | +67.8% | -57.1% | -15.7% |
| 1Y | +78.6% | +267.3% | -188.7% | -4.9% |
| 3Y | +423.9% | +191.2% | +232.7% | +189.9% |
| All | +459.6% | +201.3% | +258.3% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling