+13.4%
VZ vs APLD
+230.9%
-217.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.7% | -10.7% | -0.9% |
| 7D | +2.1% | -12.7% | +14.9% | +2.1% |
| 30D | +1.4% | -34.7% | +36.1% | +1.3% |
| 3M | -1.3% | -46.1% | +44.9% | -1.4% |
| 6M | -0.5% | -64.9% | +64.3% | -0.6% |
| YTD | +19.6% | -36.6% | +56.2% | +19.4% |
| 1Y | +22.4% | -50.0% | +72.3% | +22.2% |
| 3Y | +55.9% | +190.1% | -134.2% | +51.1% |
| All | +13.4% | +230.9% | -217.4% | +5.4% |
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 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