+443.7%
APLD vs VST
+564.8%
-121.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | -0.9% |
| 7D | +4.1% | +8.9% | -4.8% | -2.5% |
| 30D | -11.7% | +6.2% | -17.9% | -15.5% |
| 3M | -40.3% | -2.7% | -37.5% | -38.6% |
| 6M | -8.0% | -8.4% | +0.4% | -2.0% |
| YTD | +7.5% | -7.2% | +14.7% | +12.6% |
| 1Y | +84.0% | -20.9% | +104.9% | +115.6% |
| 3Y | +356.2% | +384.0% | -27.8% | +37.3% |
| All | +443.7% | +564.8% | -121.1% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling