+269.3%
APLD vs VUG
+93.4%
+175.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +3.9% |
| 7D | +7.8% | -1.1% | +8.9% | +11.7% |
| 30D | -23.0% | -7.0% | -16.0% | -7.7% |
| 3M | -39.7% | -3.7% | -36.0% | -32.4% |
| 6M | -59.8% | -1.6% | -58.2% | -55.7% |
| YTD | -27.0% | +5.1% | -32.1% | -27.3% |
| 1Y | -37.3% | +3.8% | -41.1% | -34.9% |
| 3Y | +281.9% | +79.9% | +202.0% | +59.7% |
| All | +269.3% | +93.4% | +175.9% | +24.5% |
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