+483.7%
APLD vs VRSK
-15.9%
+499.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -5.5% | +12.9% | +7.5% |
| 7D | +16.6% | -9.7% | +26.3% | +16.9% |
| 30D | -3.1% | -8.5% | +5.4% | -2.9% |
| 3M | -30.9% | -1.7% | -29.2% | -32.1% |
| 6M | +12.6% | -17.9% | +30.5% | +15.8% |
| YTD | +15.5% | -21.1% | +36.6% | +20.5% |
| 1Y | +103.5% | -35.1% | +138.7% | +132.1% |
| 3Y | +446.5% | -26.7% | +473.2% | +417.9% |
| All | +483.7% | -15.9% | +499.6% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling