+459.6%
APLD vs VWO
+52.7%
+406.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.7% |
| 7D | +9.0% | +0.2% | +8.8% | +8.5% |
| 30D | -6.6% | +0.9% | -7.5% | -8.4% |
| 3M | -35.2% | +4.3% | -39.5% | -40.1% |
| 6M | +0.4% | +10.5% | -10.1% | -16.9% |
| YTD | +10.7% | +13.4% | -2.7% | -11.6% |
| 1Y | +78.6% | +18.6% | +60.0% | +29.1% |
| 3Y | +423.9% | +65.8% | +358.1% | +89.1% |
| All | +459.6% | +52.7% | +406.9% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling