+244.7%
APLD vs VLO
+299.0%
-54.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.0% | +4.6% | +6.8% |
| 7D | +3.1% | -6.5% | +9.6% | +5.1% |
| 30D | -29.4% | -17.8% | -11.6% | -26.1% |
| 3M | -42.8% | +19.6% | -62.4% | -46.1% |
| 6M | -59.5% | +49.3% | -108.7% | -64.7% |
| YTD | -31.8% | +122.4% | -154.2% | -50.5% |
| 1Y | -46.0% | +107.4% | -153.5% | -59.7% |
| 3Y | +252.0% | +223.1% | +28.9% | +105.9% |
| All | +244.7% | +299.0% | -54.2% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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