+403.2%
APLD vs VUG
+90.1%
+313.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.9% |
| 7D | +4.1% | -0.1% | +4.2% | +4.4% |
| 30D | -11.7% | -0.3% | -11.4% | -10.9% |
| 3M | -40.3% | -0.7% | -39.6% | -38.0% |
| 6M | -8.0% | +14.6% | -22.6% | -28.1% |
| YTD | +7.5% | +9.0% | -1.5% | -5.6% |
| 1Y | +84.0% | +14.9% | +69.2% | +47.6% |
| All | +403.2% | +90.1% | +313.1% | +107.9% |
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 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