+394.8%
APLD vs VXX
-77.4%
+472.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.2% | -8.2% | -3.3% |
| 7D | -0.5% | +7.2% | -7.7% | +3.4% |
| 30D | -13.2% | -5.8% | -7.3% | -15.5% |
| 3M | -33.8% | -29.0% | -4.7% | -43.2% |
| 6M | -5.9% | -44.0% | +38.1% | -25.5% |
| YTD | +5.1% | -28.7% | +33.8% | -2.0% |
| 1Y | +51.8% | -45.2% | +97.0% | +27.3% |
| All | +394.8% | -77.4% | +472.2% | +330.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling