+418.3%
APLD vs VIK
+234.5%
+183.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +8.6% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -34.7% | +7.7% | -42.3% | -38.2% |
| 3M | -46.1% | -17.6% | -28.5% | -38.4% |
| 6M | -64.9% | +1.7% | -66.5% | -65.5% |
| YTD | -36.6% | +22.5% | -59.1% | -45.5% |
| 1Y | -50.0% | +52.6% | -102.6% | -63.2% |
| All | +418.3% | +234.5% | +183.8% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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