+269.3%
APLD vs VLO
+306.7%
-37.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.7% | +3.7% | +6.4% |
| 7D | +7.8% | -0.4% | +8.3% | +8.1% |
| 30D | -23.0% | -16.6% | -6.4% | -19.6% |
| 3M | -39.7% | +12.3% | -52.0% | -42.1% |
| 6M | -59.8% | +47.8% | -107.7% | -64.9% |
| YTD | -27.0% | +126.7% | -153.7% | -47.2% |
| 1Y | -37.3% | +105.4% | -142.7% | -52.8% |
| 3Y | +281.9% | +222.0% | +59.9% | +125.1% |
| All | +269.3% | +306.7% | -37.5% | +105.6% |
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