+444.7%
APLD vs VXX
-95.6%
+540.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +0.1% |
| 7D | +0.2% | +2.0% | -1.8% | +1.5% |
| 30D | -15.2% | -7.1% | -8.1% | -18.1% |
| 3M | -36.3% | -28.6% | -7.7% | -45.5% |
| 6M | -7.4% | -44.0% | +36.6% | -27.2% |
| YTD | +7.7% | -31.7% | +39.5% | -1.9% |
| 1Y | +53.8% | -46.3% | +100.1% | +26.7% |
| 3Y | +407.1% | -78.3% | +485.4% | +313.1% |
| All | +444.7% | -95.6% | +540.4% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling