+164.4%
APLD vs AMBA
+10.0%
+154.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -9.4% | -5.3% | -9.6% |
| 7D | -27.0% | -14.6% | -12.4% | -20.0% |
| 30D | -44.1% | -18.8% | -25.3% | -37.0% |
| 3M | -52.6% | -32.6% | -20.0% | -41.7% |
| 6M | -64.5% | -25.8% | -38.7% | -61.3% |
| YTD | -42.2% | -22.1% | -20.1% | -39.6% |
| 1Y | -57.2% | -36.2% | -21.0% | -51.0% |
| All | +164.4% | +10.0% | +154.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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