+330.2%
APLD vs VLO
+231.8%
+98.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -5.6% |
| 7D | +19.6% | +6.8% | +12.9% | +19.0% |
| 30D | -24.5% | -17.9% | -6.6% | -23.8% |
| 3M | -45.6% | +13.5% | -59.1% | -46.3% |
| 6M | -61.4% | +53.0% | -114.5% | -63.1% |
| YTD | -30.9% | +133.7% | -164.6% | -42.1% |
| 1Y | -35.8% | +115.7% | -151.5% | -45.0% |
| All | +330.2% | +231.8% | +98.4% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling