+190.1%
APLD vs VUG
+78.4%
+111.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +7.6% |
| 7D | -12.7% | -3.4% | -9.3% | -4.5% |
| 30D | -34.7% | -11.1% | -23.6% | -12.1% |
| 3M | -46.1% | -7.2% | -38.9% | -33.8% |
| 6M | -64.9% | -4.1% | -60.7% | -58.8% |
| YTD | -36.6% | +1.4% | -38.0% | -32.3% |
| 1Y | -50.0% | +1.9% | -51.9% | -46.2% |
| 3Y | +190.1% | +77.7% | +112.4% | +39.3% |
| All | +190.1% | +78.4% | +111.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling