+243.9%
APLD vs AMC
-98.0%
+341.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | -6.3% | +5.5% | -11.8% | -7.2% |
| 30D | -29.6% | +16.1% | -45.7% | -31.4% |
| 3M | -42.6% | +43.0% | -85.6% | -46.7% |
| 6M | -59.6% | +130.7% | -190.2% | -67.2% |
| YTD | -32.0% | +121.8% | -153.8% | -44.9% |
| 1Y | -46.9% | +40.7% | -87.6% | -52.9% |
| 3Y | +255.7% | -56.8% | +312.5% | +261.6% |
| All | +243.9% | -98.0% | +341.9% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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