+249.5%
APLD vs VSXY
+123.0%
+126.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.8% | -0.6% | -4.1% |
| 7D | +19.6% | -1.6% | +21.2% | +20.2% |
| 30D | -24.5% | +17.8% | -42.3% | -27.7% |
| 3M | -45.6% | +12.5% | -58.1% | -47.7% |
| 6M | -61.4% | +124.7% | -186.1% | -70.6% |
| YTD | -30.9% | +93.2% | -124.0% | -45.6% |
| 1Y | -35.8% | +195.6% | -231.5% | -55.6% |
| 3Y | +261.4% | +434.6% | -173.2% | +89.2% |
| All | +249.5% | +123.0% | +126.4% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling