+244.7%
APLD vs VIG
+69.6%
+175.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +1.3% |
| 7D | +3.1% | +0.4% | +2.7% | +2.3% |
| 30D | -29.4% | +4.3% | -33.7% | -36.6% |
| 3M | -42.8% | +2.0% | -44.8% | -45.7% |
| 6M | -59.5% | +10.2% | -69.7% | -68.3% |
| YTD | -31.8% | +14.8% | -46.6% | -50.2% |
| 1Y | -46.0% | +17.5% | -63.5% | -62.6% |
| 3Y | +252.0% | +67.4% | +184.6% | +11.2% |
| All | +244.7% | +69.6% | +175.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling