+261.9%
AMD vs APLD
+160.5%
+101.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.7% | -2.6% | -14.9% |
| 7D | -28.6% | -27.0% | -1.6% | -24.8% |
| 30D | -37.7% | -44.1% | +6.4% | -31.9% |
| 3M | -16.1% | -52.6% | +36.5% | -6.2% |
| 6M | +13.8% | -64.5% | +78.3% | +31.5% |
| YTD | +88.8% | -42.2% | +131.0% | +104.4% |
| 1Y | +57.8% | -57.2% | +114.9% | +74.5% |
| All | +261.9% | +160.5% | +101.4% | +221.6% |
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 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