+619.5%
VRT vs APLD
+351.5%
+268.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.0% |
| 7D | +9.1% | +4.1% | +5.1% | +8.3% |
| 30D | +0.9% | -11.7% | +12.6% | +3.3% |
| 3M | -13.4% | -40.3% | +26.9% | -4.9% |
| 6M | +11.7% | -8.0% | +19.6% | +11.9% |
| YTD | +73.2% | +7.5% | +65.7% | +66.2% |
| 1Y | +123.4% | +84.0% | +39.4% | +94.4% |
| All | +619.5% | +351.5% | +268.0% | +393.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling