+431.5%
APLD vs VTR
+70.7%
+360.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.7% |
| 7D | -0.5% | -1.8% | +1.3% | +0.5% |
| 30D | -13.2% | +4.0% | -17.2% | -15.1% |
| 3M | -33.8% | +7.8% | -41.6% | -39.1% |
| 6M | -5.9% | +6.4% | -12.3% | -13.4% |
| YTD | +5.1% | +18.3% | -13.2% | -10.8% |
| 1Y | +51.8% | +33.9% | +17.9% | +15.4% |
| 3Y | +397.7% | +134.3% | +263.4% | +110.9% |
| All | +431.5% | +70.7% | +360.9% | +329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling