+269.3%
APLD vs AMCR
-4.4%
+273.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +8.6% |
| 7D | +7.8% | -8.5% | +16.3% | +15.1% |
| 30D | -23.0% | +6.8% | -29.7% | -27.8% |
| 3M | -39.7% | -5.0% | -34.7% | -38.6% |
| 6M | -59.8% | +13.9% | -73.7% | -65.3% |
| YTD | -27.0% | +11.2% | -38.2% | -36.9% |
| 1Y | -37.3% | +11.3% | -48.6% | -46.2% |
| 3Y | +281.9% | +15.4% | +266.5% | +182.4% |
| All | +269.3% | -4.4% | +273.7% | +301.7% |
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