+431.5%
APLD vs VSXY
+56.4%
+375.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -1.9% | -4.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | -13.2% | -22.1% | +8.9% | -7.8% |
| 3M | -33.8% | -1.1% | -32.6% | -34.4% |
| 6M | -5.9% | +53.8% | -59.7% | -20.6% |
| YTD | +5.1% | +35.5% | -30.3% | -8.8% |
| 1Y | +51.8% | +186.0% | -134.2% | +4.7% |
| 3Y | +397.7% | +343.2% | +54.5% | +168.9% |
| All | +431.5% | +56.4% | +375.1% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling