+1,300.2%
VRT vs APLD
+230.9%
+1,069.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.7% | -6.3% | +2.0% |
| 7D | -21.4% | -12.7% | -8.6% | -19.6% |
| 30D | -25.8% | -34.7% | +8.9% | -20.9% |
| 3M | -33.5% | -46.1% | +12.6% | -27.2% |
| 6M | -49.0% | -64.9% | +15.8% | -41.2% |
| YTD | +12.9% | -36.6% | +49.5% | +19.0% |
| 1Y | 0.0% | -50.0% | +50.0% | +7.8% |
| 3Y | +361.8% | +190.1% | +171.7% | +277.0% |
| All | +1,300.2% | +230.9% | +1,069.4% | +882.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling