+354.6%
APLD vs VUG
+80.4%
+274.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +3.5% |
| 7D | +7.8% | -1.1% | +8.9% | +12.0% |
| 30D | -23.0% | -7.0% | -16.0% | -6.1% |
| 3M | -39.7% | -3.7% | -36.0% | -31.8% |
| 6M | -59.8% | -1.6% | -58.2% | -55.5% |
| YTD | -27.0% | +5.1% | -32.1% | -28.2% |
| 1Y | -37.3% | +3.8% | -41.1% | -35.6% |
| All | +354.6% | +80.4% | +274.2% | +100.5% |
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 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