+420.9%
APLD vs VYM
+64.8%
+356.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.8% |
| 7D | +9.0% | -1.0% | +9.9% | +11.7% |
| 30D | -6.6% | -2.0% | -4.6% | -1.6% |
| 3M | -35.2% | +3.1% | -38.3% | -40.0% |
| 6M | +0.4% | +8.9% | -8.5% | -17.5% |
| YTD | +10.7% | +14.7% | -4.0% | -18.3% |
| 1Y | +78.6% | +19.4% | +59.1% | +19.3% |
| All | +420.9% | +64.8% | +356.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling