+359.4%
AMD vs APLD
+230.9%
+128.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.7% | +1.3% | +9.8% |
| 7D | -11.0% | -12.7% | +1.7% | -9.3% |
| 30D | -30.5% | -34.7% | +4.2% | -26.4% |
| 3M | -8.2% | -46.1% | +37.9% | -0.7% |
| 6M | +6.6% | -64.9% | +71.4% | +20.4% |
| YTD | +109.7% | -36.6% | +146.3% | +120.5% |
| 1Y | +88.9% | -50.0% | +138.9% | +102.1% |
| 3Y | +301.8% | +190.1% | +111.7% | +224.6% |
| All | +359.4% | +230.9% | +128.6% | +238.1% |
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 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