+78.8%
VZ vs APLD
+351.5%
-272.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.9% |
| 7D | +0.1% | +4.1% | -4.0% | +0.1% |
| 30D | +7.9% | -11.7% | +19.6% | +7.7% |
| 3M | +13.6% | -40.3% | +53.9% | +13.1% |
| 6M | +1.1% | -8.0% | +9.1% | +1.4% |
| YTD | +29.3% | +7.5% | +21.7% | +29.9% |
| 1Y | +21.2% | +84.0% | -62.8% | +22.3% |
| All | +78.8% | +351.5% | -272.8% | +77.1% |
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