+190.1%
APLD vs VLO
+194.5%
-4.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.4% | +11.1% | +9.8% |
| 7D | -12.7% | -13.3% | +0.6% | -11.9% |
| 30D | -34.7% | -18.3% | -16.4% | -34.0% |
| 3M | -46.1% | +14.3% | -60.5% | -46.9% |
| 6M | -64.9% | +47.6% | -112.5% | -66.4% |
| YTD | -36.6% | +116.0% | -152.6% | -46.5% |
| 1Y | -50.0% | +101.0% | -151.0% | -56.9% |
| 3Y | +190.1% | +199.0% | -8.9% | +111.6% |
| All | +190.1% | +194.5% | -4.4% | +111.6% |
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 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