+431.5%
APLD vs VRSK
-15.7%
+447.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.8% | -5.0% |
| 7D | -0.5% | -7.7% | +7.2% | -0.3% |
| 30D | -13.2% | -2.8% | -10.3% | -13.2% |
| 3M | -33.8% | -3.7% | -30.1% | -34.7% |
| 6M | -5.9% | -12.8% | +6.9% | -4.9% |
| YTD | +5.1% | -21.0% | +26.1% | +9.7% |
| 1Y | +51.8% | -32.5% | +84.3% | +69.8% |
| 3Y | +397.7% | -26.5% | +424.2% | +371.6% |
| All | +431.5% | -15.7% | +447.3% | +217.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling