+483.7%
APLD vs VTR
+69.6%
+414.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.6% |
| 7D | +16.6% | -2.4% | +18.9% | +18.1% |
| 30D | -3.1% | -3.7% | +0.6% | -1.2% |
| 3M | -30.9% | +13.5% | -44.4% | -38.9% |
| 6M | +12.6% | +7.2% | +5.4% | +2.9% |
| YTD | +15.5% | +17.6% | -2.1% | -1.7% |
| 1Y | +103.5% | +35.4% | +68.1% | +53.3% |
| 3Y | +446.5% | +132.8% | +313.7% | +132.5% |
| All | +483.7% | +69.6% | +414.1% | +373.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling