+346.3%
VRT vs APLD
+160.5%
+185.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -14.7% | +0.7% | -10.8% |
| 7D | -28.1% | -27.0% | -1.1% | -22.9% |
| 30D | -30.2% | -44.1% | +13.9% | -21.0% |
| 3M | -36.4% | -52.6% | +16.2% | -25.7% |
| 6M | -48.2% | -64.5% | +16.3% | -36.6% |
| YTD | +9.2% | -42.2% | +51.4% | +19.5% |
| 1Y | -7.2% | -57.2% | +49.9% | +5.8% |
| All | +346.3% | +160.5% | +185.8% | +257.1% |
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