+220.6%
APLD vs VSH
+41.4%
+179.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.7% | +4.0% | +5.8% |
| 7D | -12.7% | -12.9% | +0.2% | -3.2% |
| 30D | -34.7% | -36.9% | +2.2% | -10.2% |
| 3M | -46.1% | -28.8% | -17.4% | -32.1% |
| 6M | -64.9% | -30.3% | -34.6% | -57.7% |
| YTD | -36.6% | +62.4% | -98.9% | -57.7% |
| 1Y | -50.0% | +62.5% | -112.5% | -66.5% |
| 3Y | +190.1% | +7.4% | +182.7% | +163.2% |
| All | +220.6% | +41.4% | +179.3% | +101.1% |
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