+330.2%
APLD vs VSH
+37.0%
+293.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.7% | -2.5% |
| 7D | +19.6% | +26.2% | -6.6% | +3.9% |
| 30D | -24.5% | -12.5% | -12.0% | -17.4% |
| 3M | -45.6% | -16.9% | -28.7% | -39.0% |
| 6M | -61.4% | -17.0% | -44.4% | -58.4% |
| YTD | -30.9% | +93.8% | -124.7% | -53.1% |
| 1Y | -35.8% | +99.3% | -135.2% | -56.9% |
| All | +330.2% | +37.0% | +293.2% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling