-64.9%
APLD vs VUG
-3.1%
-61.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +7.1% |
| 7D | -12.7% | -3.4% | -9.3% | -2.7% |
| 30D | -34.7% | -11.1% | -23.6% | -5.7% |
| 3M | -46.1% | -7.2% | -38.9% | -30.7% |
| 6M | -64.9% | -4.1% | -60.7% | -59.1% |
| All | -64.9% | -3.1% | -61.7% | -59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling