+249.5%
APLD vs VIG
+71.4%
+178.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.3% |
| 7D | +19.6% | +3.1% | +16.5% | +10.9% |
| 30D | -24.5% | +5.0% | -29.5% | -33.4% |
| 3M | -45.6% | +2.7% | -48.3% | -49.2% |
| 6M | -61.4% | +11.0% | -72.4% | -70.3% |
| YTD | -30.9% | +16.0% | -46.8% | -50.7% |
| 1Y | -35.8% | +16.3% | -52.1% | -54.3% |
| 3Y | +261.4% | +66.8% | +194.6% | +15.2% |
| All | +249.5% | +71.4% | +178.1% | -2.1% |
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