+229.3%
APLD vs VRSK
-0.1%
+229.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.9% |
| 30D | -21.4% | +15.1% | -36.5% | -20.7% |
| 3M | -47.8% | +12.1% | -59.9% | -47.2% |
| 6M | -64.9% | +29.4% | -94.3% | -65.9% |
| YTD | -34.9% | -6.4% | -28.5% | -31.3% |
| 1Y | -30.7% | -3.6% | -27.2% | -28.1% |
| 3Y | +305.3% | -10.9% | +316.3% | +280.7% |
| All | +229.3% | -0.1% | +229.4% | +98.7% |
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