+483.7%
APLD vs VIG
+62.8%
+420.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.1% | +9.4% |
| 7D | +16.6% | -0.4% | +17.0% | +17.6% |
| 30D | -3.1% | -2.1% | -1.0% | +1.9% |
| 3M | -30.9% | +3.3% | -34.2% | -36.5% |
| 6M | +12.6% | +9.3% | +3.3% | -8.4% |
| YTD | +15.5% | +10.1% | +5.3% | -6.5% |
| 1Y | +103.5% | +14.7% | +88.8% | +49.5% |
| 3Y | +446.5% | +56.9% | +389.6% | +103.3% |
| All | +483.7% | +62.8% | +420.9% | +86.0% |
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