+220.6%
APLD vs VMC
+66.8%
+153.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +10.5% |
| 7D | -12.7% | +0.5% | -13.2% | -13.5% |
| 30D | -34.7% | +15.8% | -50.5% | -42.9% |
| 3M | -46.1% | +0.6% | -46.7% | -47.2% |
| 6M | -64.9% | -4.0% | -60.8% | -64.8% |
| YTD | -36.6% | -0.3% | -36.3% | -37.5% |
| 1Y | -50.0% | -0.5% | -49.5% | -50.5% |
| 3Y | +190.1% | +39.6% | +150.5% | +108.9% |
| All | +220.6% | +66.8% | +153.8% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling