+229.3%
APLD vs VSH
+61.6%
+167.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -2.9% |
| 7D | +2.7% | +14.3% | -11.6% | -6.5% |
| 30D | -21.4% | -7.9% | -13.6% | -15.9% |
| 3M | -47.8% | -19.9% | -28.0% | -39.2% |
| 6M | -64.9% | -30.5% | -34.4% | -57.4% |
| YTD | -34.9% | +85.7% | -120.5% | -60.5% |
| 1Y | -30.7% | +98.9% | -129.7% | -59.8% |
| 3Y | +305.3% | +32.1% | +273.2% | +207.5% |
| All | +229.3% | +61.6% | +167.6% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling