-64.9%
APLD vs VICR
-48.2%
-16.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.4% | -4.1% |
| 7D | +2.7% | +8.3% | -5.6% | -1.1% |
| 30D | -21.4% | -35.2% | +13.7% | -5.1% |
| 3M | -47.8% | -29.8% | -18.0% | -40.8% |
| 6M | -64.9% | -48.6% | -16.3% | -57.8% |
| All | -64.9% | -48.2% | -16.7% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling