+269.3%
APLD vs VSH
+76.9%
+192.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.8% | -1.4% | +1.4% |
| 7D | +7.8% | +12.8% | -4.9% | -0.6% |
| 30D | -23.0% | -9.0% | -13.9% | -17.1% |
| 3M | -39.7% | -12.2% | -27.5% | -34.0% |
| 6M | -59.8% | -15.9% | -43.9% | -57.6% |
| YTD | -27.0% | +103.2% | -130.2% | -58.4% |
| 1Y | -37.3% | +108.4% | -145.7% | -64.7% |
| 3Y | +281.9% | +41.6% | +240.3% | +179.7% |
| All | +269.3% | +76.9% | +192.3% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling