-62.5%
APLD vs VMC
+2.7%
-65.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +5.0% | +7.6% |
| 7D | +3.1% | +0.3% | +2.8% | +3.6% |
| 30D | -29.4% | +18.6% | -48.0% | -28.8% |
| 3M | -42.8% | +2.0% | -44.8% | -42.1% |
| All | -62.5% | +2.7% | -65.2% | -63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling