+255.7%
APLD vs VLTO
+72.9%
+182.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -6.3% | +1.6% | -8.0% | -6.6% |
| 30D | -29.6% | +22.0% | -51.5% | -32.7% |
| 3M | -42.6% | +21.9% | -64.5% | -45.2% |
| 6M | -59.6% | +36.5% | -96.1% | -63.7% |
| YTD | -32.0% | +19.0% | -51.0% | -34.4% |
| 1Y | -46.9% | +21.0% | -67.9% | -49.6% |
| 3Y | +255.7% | +69.9% | +185.8% | +248.6% |
| All | +255.7% | +72.9% | +182.7% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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