+229.3%
APLD vs VYM
+67.3%
+162.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.5% |
| 7D | +2.7% | +3.7% | -1.0% | -6.1% |
| 30D | -21.4% | +3.7% | -25.1% | -28.1% |
| 3M | -47.8% | -0.7% | -47.1% | -46.6% |
| 6M | -64.9% | +7.2% | -72.1% | -70.2% |
| YTD | -34.9% | +16.9% | -51.8% | -53.9% |
| 1Y | -30.7% | +19.6% | -50.4% | -53.5% |
| 3Y | +305.3% | +74.6% | +230.7% | +12.0% |
| All | +229.3% | +67.3% | +162.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling