+84.0%
APLD vs VXX
-51.1%
+135.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.1% |
| 7D | +4.1% | -3.5% | +7.6% | +1.9% |
| 30D | -11.7% | -13.6% | +1.9% | -19.2% |
| 3M | -40.3% | -24.6% | -15.7% | -48.1% |
| 6M | -8.0% | -39.9% | +31.9% | -27.4% |
| YTD | +7.5% | -33.1% | +40.6% | -10.5% |
| 1Y | +84.0% | -49.9% | +133.9% | +46.7% |
| All | +84.0% | -51.1% | +135.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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