+459.6%
APLD vs VMC
+47.5%
+412.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.9% | -1.3% |
| 7D | +9.0% | -5.3% | +14.3% | +14.0% |
| 30D | -6.6% | -12.3% | +5.7% | +4.1% |
| 3M | -35.2% | -10.3% | -25.0% | -30.7% |
| 6M | +0.4% | -8.6% | +9.0% | +5.9% |
| YTD | +10.7% | -11.9% | +22.6% | +22.7% |
| 1Y | +78.6% | -13.9% | +92.5% | +100.5% |
| 3Y | +423.9% | +18.2% | +405.8% | +342.5% |
| All | +459.6% | +47.5% | +412.1% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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