+192.2%
APLD vs AMC
-98.2%
+290.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -12.5% | -2.2% | -12.2% |
| 7D | -27.0% | 0.0% | -27.0% | -27.0% |
| 30D | -44.1% | +4.4% | -48.5% | -44.4% |
| 3M | -52.6% | +15.4% | -67.9% | -54.1% |
| 6M | -64.5% | +93.7% | -158.2% | -70.2% |
| YTD | -42.2% | +97.4% | -139.6% | -52.1% |
| 1Y | -57.2% | +23.2% | -80.4% | -61.1% |
| 3Y | +159.5% | -71.3% | +230.8% | +183.4% |
| All | +192.2% | -98.2% | +290.4% | +287.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling