+313.8%
AMD vs APLD
+201.5%
+112.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.7% | -2.6% | -15.3% |
| 7D | -28.6% | -27.0% | -1.6% | -25.5% |
| 30D | -37.7% | -44.1% | +6.4% | -32.8% |
| 3M | -16.1% | -52.6% | +36.5% | -7.8% |
| 6M | +13.8% | -64.5% | +78.3% | +28.8% |
| YTD | +88.8% | -42.2% | +131.0% | +100.9% |
| 1Y | +57.8% | -57.2% | +114.9% | +71.8% |
| 3Y | +260.3% | +159.5% | +100.7% | +195.0% |
| All | +313.8% | +201.5% | +112.3% | +208.0% |
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