+249.5%
APLD vs VWO
+41.8%
+207.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -2.0% |
| 7D | +19.6% | +4.0% | +15.6% | +9.4% |
| 30D | -24.5% | -5.4% | -19.0% | -11.6% |
| 3M | -45.6% | -6.4% | -39.2% | -34.3% |
| 6M | -61.4% | -4.7% | -56.7% | -54.2% |
| YTD | -30.9% | +5.3% | -36.2% | -32.2% |
| 1Y | -35.8% | +4.3% | -40.2% | -35.2% |
| 3Y | +261.4% | +55.9% | +205.5% | +54.1% |
| All | +249.5% | +41.8% | +207.7% | +100.5% |
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