-46.5%
APLD vs VST
-35.7%
-10.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.8% | +7.1% | +5.2% |
| 7D | -18.5% | -15.7% | -2.8% | -5.9% |
| 30D | -32.8% | -17.0% | -15.8% | -22.6% |
| 3M | -46.9% | -15.9% | -31.0% | -39.3% |
| 6M | -53.4% | -25.0% | -28.4% | -41.7% |
| YTD | -32.3% | -25.1% | -7.1% | -22.2% |
| 1Y | -46.5% | -34.9% | -11.7% | -24.1% |
| All | -46.5% | -35.7% | -10.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling