+305.3%
APLD vs VIG
+67.2%
+238.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | +3.5% | -0.8% | -6.2% |
| 30D | -21.4% | +4.9% | -26.4% | -31.1% |
| 3M | -47.8% | +2.5% | -50.4% | -51.3% |
| 6M | -64.9% | +11.0% | -75.9% | -73.6% |
| YTD | -34.9% | +16.0% | -50.8% | -54.9% |
| 1Y | -30.7% | +17.5% | -48.3% | -53.5% |
| 3Y | +305.3% | +67.0% | +238.3% | +11.3% |
| All | +305.3% | +67.2% | +238.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling