+483.7%
APLD vs VXX
-95.6%
+579.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.8% | +8.2% |
| 7D | +16.6% | -3.0% | +19.6% | +14.6% |
| 30D | -3.1% | -11.5% | +8.4% | -9.1% |
| 3M | -30.9% | -27.3% | -3.5% | -40.2% |
| 6M | +12.6% | -49.6% | +62.2% | -16.0% |
| YTD | +15.5% | -32.0% | +47.5% | +4.6% |
| 1Y | +103.5% | -48.3% | +151.8% | +64.0% |
| 3Y | +446.5% | -78.9% | +525.4% | +336.9% |
| All | +483.7% | -95.6% | +579.3% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling