+431.5%
APLD vs AMCR
-7.4%
+438.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -0.5% | -5.0% | +4.4% | +3.4% |
| 30D | -13.2% | -8.0% | -5.2% | -8.0% |
| 3M | -33.8% | +14.3% | -48.0% | -42.4% |
| 6M | -5.9% | +5.3% | -11.2% | -11.6% |
| YTD | +5.1% | +7.7% | -2.6% | -5.4% |
| 1Y | +51.8% | +10.8% | +41.0% | +31.8% |
| 3Y | +397.7% | +9.6% | +388.1% | +294.3% |
| All | +431.5% | -7.4% | +438.9% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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