+443.7%
APLD vs VSH
+92.5%
+351.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.7% | -1.1% |
| 7D | +4.1% | +4.1% | 0.0% | +1.3% |
| 30D | -11.7% | -4.2% | -7.6% | -9.5% |
| 3M | -40.3% | -50.0% | +9.7% | -8.4% |
| 6M | -8.0% | +80.2% | -88.1% | -42.4% |
| YTD | +7.5% | +121.1% | -113.5% | -42.2% |
| 1Y | +84.0% | +112.0% | -28.0% | +0.8% |
| 3Y | +356.2% | +22.5% | +333.7% | +308.2% |
| All | +443.7% | +92.5% | +351.2% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling