+14.6%
VZ vs APLD
+253.4%
-238.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.7% | +8.8% | +2.0% |
| 7D | +6.9% | -18.5% | +25.5% | +6.9% |
| 30D | +2.3% | -32.8% | +35.0% | +2.2% |
| 3M | 0.0% | -46.9% | +46.9% | -0.1% |
| 6M | +0.2% | -53.4% | +53.6% | +0.2% |
| YTD | +20.9% | -32.3% | +53.2% | +20.6% |
| 1Y | +25.2% | -46.5% | +71.8% | +25.1% |
| 3Y | +55.9% | +204.2% | -148.4% | +51.1% |
| All | +14.6% | +253.4% | -238.8% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling