+243.9%
APLD vs VLO
+292.2%
-48.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -6.3% | -9.5% | +3.2% | -3.8% |
| 30D | -29.6% | -19.1% | -10.4% | -25.9% |
| 3M | -42.6% | +11.4% | -54.0% | -44.8% |
| 6M | -59.6% | +46.7% | -106.3% | -64.6% |
| YTD | -32.0% | +118.6% | -150.6% | -50.4% |
| 1Y | -46.9% | +99.9% | -146.8% | -59.9% |
| 3Y | +255.7% | +210.5% | +45.2% | +111.5% |
| All | +243.9% | +292.2% | -48.3% | +93.2% |
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