+229.3%
APLD vs AMCR
-5.7%
+235.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +2.7% | -2.4% | +5.1% | +4.4% |
| 30D | -21.4% | +3.6% | -25.0% | -24.6% |
| 3M | -47.8% | -4.2% | -43.6% | -47.3% |
| 6M | -64.9% | +15.5% | -80.4% | -70.1% |
| YTD | -34.9% | +9.7% | -44.6% | -43.2% |
| 1Y | -30.7% | +8.3% | -39.1% | -39.0% |
| 3Y | +305.3% | +15.4% | +290.0% | +196.4% |
| All | +229.3% | -5.7% | +235.0% | +261.7% |
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