+192.2%
APLD vs VT
+68.1%
+124.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -4.1% | -10.6% | -2.4% |
| 7D | -27.0% | -4.2% | -22.8% | -16.4% |
| 30D | -44.1% | -5.8% | -38.3% | -31.8% |
| 3M | -52.6% | -5.2% | -47.3% | -42.7% |
| 6M | -64.5% | +0.1% | -64.6% | -62.1% |
| YTD | -42.2% | +8.2% | -50.4% | -48.2% |
| 1Y | -57.2% | +10.1% | -67.3% | -63.0% |
| 3Y | +159.5% | +69.7% | +89.9% | -21.9% |
| All | +192.2% | +68.1% | +124.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling