+446.5%
APLD vs VTR
+131.6%
+314.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.4% |
| 7D | +16.6% | -2.4% | +18.9% | +17.0% |
| 30D | -3.1% | -3.7% | +0.6% | -2.6% |
| 3M | -30.9% | +13.5% | -44.4% | -35.4% |
| 6M | +12.6% | +7.2% | +5.4% | +7.3% |
| YTD | +15.5% | +17.6% | -2.1% | +5.9% |
| 1Y | +103.5% | +35.4% | +68.1% | +73.7% |
| 3Y | +446.5% | +132.8% | +313.7% | +206.7% |
| All | +446.5% | +131.6% | +314.9% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling