+431.5%
APLD vs VYM
+63.2%
+368.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -3.7% |
| 7D | -0.5% | -1.9% | +1.4% | +4.4% |
| 30D | -13.2% | -2.6% | -10.6% | -7.2% |
| 3M | -33.8% | +3.6% | -37.3% | -39.4% |
| 6M | -5.9% | +8.7% | -14.6% | -21.9% |
| YTD | +5.1% | +14.1% | -9.0% | -21.3% |
| 1Y | +51.8% | +17.8% | +34.0% | +4.5% |
| 3Y | +397.7% | +64.5% | +333.2% | +59.5% |
| All | +431.5% | +63.2% | +368.3% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling