+229.3%
APLD vs VICR
+160.7%
+68.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.4% | -4.3% |
| 7D | +2.7% | +8.3% | -5.6% | -0.7% |
| 30D | -21.4% | -35.2% | +13.7% | -5.4% |
| 3M | -47.8% | -29.8% | -18.0% | -40.7% |
| 6M | -64.9% | -48.6% | -16.3% | -56.0% |
| YTD | -34.9% | +45.1% | -80.0% | -48.2% |
| 1Y | -30.7% | +79.6% | -110.3% | -49.2% |
| 3Y | +305.3% | +335.4% | -30.1% | +96.4% |
| All | +229.3% | +160.7% | +68.6% | +72.2% |
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