+190.1%
APLD vs VO
+60.2%
+129.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.1% | +9.9% | +10.1% |
| 7D | -12.7% | -2.6% | -10.2% | -5.4% |
| 30D | -34.7% | -0.9% | -33.7% | -32.1% |
| 3M | -46.1% | -3.0% | -43.1% | -40.1% |
| 6M | -64.9% | +2.2% | -67.1% | -65.6% |
| YTD | -36.6% | +10.6% | -47.2% | -47.7% |
| 1Y | -50.0% | +12.5% | -62.5% | -60.3% |
| 3Y | +190.1% | +61.4% | +128.7% | -11.6% |
| All | +190.1% | +60.2% | +129.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling