+14.5%
VZ vs APLD
+201.5%
-187.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.6% | -0.2% |
| 7D | +5.6% | -27.0% | +32.6% | +5.5% |
| 30D | +1.9% | -44.1% | +45.9% | +1.7% |
| 3M | +0.8% | -52.6% | +53.3% | +0.6% |
| 6M | +0.6% | -64.5% | +65.1% | +0.5% |
| YTD | +20.8% | -42.2% | +63.0% | +20.5% |
| 1Y | +23.9% | -57.2% | +81.1% | +23.7% |
| 3Y | +55.7% | +159.5% | -103.8% | +50.9% |
| All | +14.5% | +201.5% | -187.0% | +6.4% |
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