+443.7%
APLD vs VTR
+70.4%
+373.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.9% |
| 7D | +4.1% | -1.7% | +5.7% | +5.0% |
| 30D | -11.7% | -2.4% | -9.3% | -10.6% |
| 3M | -40.3% | +14.8% | -55.1% | -47.9% |
| 6M | -8.0% | +5.3% | -13.3% | -14.6% |
| YTD | +7.5% | +18.1% | -10.5% | -8.7% |
| 1Y | +84.0% | +36.7% | +47.3% | +37.7% |
| 3Y | +356.2% | +130.1% | +226.1% | +97.2% |
| All | +443.7% | +70.4% | +373.3% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling