+243.9%
APLD vs VTR
+71.5%
+172.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.7% |
| 7D | -6.3% | +3.8% | -10.1% | -8.1% |
| 30D | -29.6% | +10.1% | -39.7% | -33.8% |
| 3M | -42.6% | -1.2% | -41.4% | -42.8% |
| 6M | -59.6% | +4.8% | -64.3% | -62.5% |
| YTD | -32.0% | +18.9% | -50.9% | -42.9% |
| 1Y | -46.9% | +21.8% | -68.8% | -56.6% |
| 3Y | +255.7% | +132.0% | +123.7% | +51.5% |
| All | +243.9% | +71.5% | +172.4% | +175.1% |
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