-64.5%
APLD vs VST
-30.5%
-33.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -6.2% | -8.5% | -9.3% |
| 7D | -27.0% | -19.9% | -7.1% | -11.8% |
| 30D | -44.1% | -29.7% | -14.4% | -25.3% |
| 3M | -52.6% | -19.6% | -33.0% | -44.0% |
| 6M | -64.5% | -29.4% | -35.1% | -53.9% |
| All | -64.5% | -30.5% | -33.9% | -53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling