+220.6%
APLD vs VST
+456.6%
-236.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.6% | -0.8% | +1.7% |
| 7D | -12.7% | -9.8% | -2.9% | -5.5% |
| 30D | -34.7% | -25.1% | -9.5% | -18.6% |
| 3M | -46.1% | -11.6% | -34.5% | -41.0% |
| 6M | -64.9% | -20.9% | -43.9% | -58.1% |
| YTD | -36.6% | -22.3% | -14.3% | -24.4% |
| 1Y | -50.0% | -32.0% | -18.0% | -33.8% |
| 3Y | +190.1% | +262.4% | -72.3% | +9.9% |
| All | +220.6% | +456.6% | -236.0% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling