+243.9%
APLD vs VUG
+90.2%
+153.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +1.3% |
| 7D | -6.3% | -1.2% | -5.2% | -3.2% |
| 30D | -29.6% | -8.9% | -20.7% | -12.1% |
| 3M | -42.6% | -5.9% | -36.7% | -32.7% |
| 6M | -59.6% | -3.3% | -56.3% | -53.9% |
| YTD | -32.0% | +3.4% | -35.4% | -30.0% |
| 1Y | -46.9% | +1.9% | -48.8% | -42.8% |
| 3Y | +255.7% | +76.9% | +178.7% | +53.8% |
| All | +243.9% | +90.2% | +153.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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