+158.8%
APLD vs VLTO
+54.1%
+104.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.4% | -14.3% | -14.6% |
| 7D | -27.0% | +12.0% | -39.0% | -29.3% |
| 30D | -44.1% | +20.8% | -64.9% | -47.4% |
| 3M | -52.6% | +20.1% | -72.7% | -55.3% |
| 6M | -64.5% | +32.6% | -97.1% | -68.6% |
| YTD | -42.2% | +17.3% | -59.5% | -45.1% |
| 1Y | -57.2% | +17.3% | -74.5% | -59.6% |
| 3Y | +159.5% | +66.9% | +92.6% | +93.5% |
| All | +158.8% | +54.1% | +104.7% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling