+242.5%
APLD vs VST
+436.5%
-194.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -13.8% | +7.1% | +3.7% |
| 7D | -18.5% | -15.7% | -2.8% | -7.5% |
| 30D | -32.8% | -17.0% | -15.8% | -23.5% |
| 3M | -46.9% | -15.9% | -31.0% | -39.9% |
| 6M | -53.4% | -25.0% | -28.4% | -42.5% |
| YTD | -32.3% | -25.1% | -7.1% | -17.4% |
| 1Y | -46.5% | -34.9% | -11.7% | -27.2% |
| 3Y | +204.2% | +252.7% | -48.5% | +16.9% |
| All | +242.5% | +436.5% | -194.1% | -4.8% |
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 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