-46.5%
APLD vs VXX
-51.0%
+4.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.6% | +2.9% | -15.1% |
| 7D | -18.5% | -4.1% | -14.4% | -21.0% |
| 30D | -32.8% | -0.8% | -31.9% | -31.3% |
| 3M | -46.9% | -19.8% | -27.1% | -54.3% |
| 6M | -53.4% | -40.5% | -12.9% | -67.1% |
| YTD | -32.3% | -35.5% | +3.3% | -43.2% |
| 1Y | -46.5% | -51.1% | +4.6% | -65.8% |
| All | -46.5% | -51.0% | +4.5% | -65.8% |
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