+305.3%
APLD vs VRSK
-10.6%
+315.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.3% |
| 7D | +2.7% | +1.6% | +1.1% | +3.8% |
| 30D | -21.4% | +15.1% | -36.5% | -13.3% |
| 3M | -47.8% | +12.1% | -59.9% | -42.5% |
| 6M | -64.9% | +29.4% | -94.3% | -58.7% |
| YTD | -34.9% | -6.4% | -28.5% | -29.0% |
| 1Y | -30.7% | -3.6% | -27.2% | -23.9% |
| 3Y | +305.3% | -10.9% | +316.3% | +341.6% |
| All | +305.3% | -10.6% | +315.9% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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