+1,435.1%
VRT vs APLD
+255.7%
+1,179.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.5% | +2.1% | +8.5% |
| 7D | -10.6% | +3.1% | -13.7% | -10.8% |
| 30D | -17.4% | -29.4% | +12.0% | -12.9% |
| 3M | -26.4% | -42.8% | +16.4% | -20.1% |
| 6M | -41.0% | -59.5% | +18.5% | -33.3% |
| YTD | +23.8% | -31.8% | +55.6% | +29.1% |
| 1Y | +11.6% | -46.0% | +57.6% | +19.0% |
| 3Y | +403.5% | +252.0% | +151.5% | +303.1% |
| All | +1,435.1% | +255.7% | +1,179.3% | +965.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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