+443.7%
APLD vs VMC
+55.0%
+388.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.0% |
| 7D | +4.1% | -4.3% | +8.4% | +8.1% |
| 30D | -11.7% | -8.2% | -3.5% | -5.2% |
| 3M | -40.3% | -7.0% | -33.2% | -38.0% |
| 6M | -8.0% | -10.8% | +2.8% | 0.0% |
| YTD | +7.5% | -7.4% | +14.9% | +14.4% |
| 1Y | +84.0% | -9.5% | +93.5% | +97.6% |
| 3Y | +356.2% | +20.5% | +335.8% | +279.9% |
| All | +443.7% | +55.0% | +388.7% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling