+229.3%
APLD vs VWO
+41.7%
+187.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.6% |
| 7D | +2.7% | +2.0% | +0.7% | -1.6% |
| 30D | -21.4% | -4.3% | -17.1% | -10.9% |
| 3M | -47.8% | -6.4% | -41.5% | -37.1% |
| 6M | -64.9% | -5.6% | -59.2% | -57.3% |
| YTD | -34.9% | +5.2% | -40.1% | -36.0% |
| 1Y | -30.7% | +5.2% | -35.9% | -31.4% |
| 3Y | +305.3% | +55.5% | +249.8% | +74.1% |
| All | +229.3% | +41.7% | +187.6% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling