+446.5%
APLD vs AMCR
+10.1%
+436.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.3% |
| 7D | +16.6% | -1.8% | +18.4% | +17.5% |
| 30D | -3.1% | -6.0% | +2.9% | -0.4% |
| 3M | -30.9% | +18.9% | -49.8% | -38.6% |
| 6M | +12.6% | +5.7% | +7.0% | +6.3% |
| YTD | +15.5% | +11.1% | +4.4% | +5.6% |
| 1Y | +103.5% | +12.7% | +90.8% | +83.5% |
| 3Y | +446.5% | +9.6% | +436.9% | +351.1% |
| All | +446.5% | +10.1% | +436.5% | +351.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling