+229.3%
APLD vs VUG
+91.1%
+138.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -3.8% |
| 7D | +2.7% | +2.5% | +0.2% | -2.1% |
| 30D | -21.4% | -6.3% | -15.2% | -7.5% |
| 3M | -47.8% | -6.0% | -41.8% | -38.4% |
| 6M | -64.9% | -3.5% | -61.3% | -59.7% |
| YTD | -34.9% | +3.9% | -38.8% | -33.5% |
| 1Y | -30.7% | +5.1% | -35.8% | -29.9% |
| 3Y | +305.3% | +77.9% | +227.5% | +73.7% |
| All | +229.3% | +91.1% | +138.1% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling