+190.1%
APLD vs AMC
-71.5%
+261.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.9% | +7.8% | +9.3% |
| 7D | -12.7% | +2.6% | -15.3% | -13.1% |
| 30D | -34.7% | +9.0% | -43.7% | -35.7% |
| 3M | -46.1% | +22.2% | -68.3% | -48.7% |
| 6M | -64.9% | +91.5% | -156.3% | -71.2% |
| YTD | -36.6% | +101.3% | -137.9% | -49.2% |
| 1Y | -50.0% | +20.8% | -70.7% | -55.1% |
| 3Y | +190.1% | -71.3% | +261.4% | +284.2% |
| All | +190.1% | -71.5% | +261.6% | +284.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling