-46.5%
APLD vs VWO
+5.9%
-52.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -11.9% |
| 7D | -18.5% | -1.3% | -17.2% | -15.5% |
| 30D | -32.8% | -7.1% | -25.6% | -14.7% |
| 3M | -46.9% | -6.1% | -40.8% | -34.6% |
| 6M | -53.4% | -3.9% | -49.5% | -45.4% |
| YTD | -32.3% | +5.0% | -37.3% | -48.0% |
| 1Y | -46.5% | +6.0% | -52.5% | -61.4% |
| All | -46.5% | +5.9% | -52.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling