-59.8%
APLD vs AMCR
+14.2%
-74.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +7.2% |
| 7D | +7.8% | -8.5% | +16.3% | +7.5% |
| 30D | -23.0% | +6.8% | -29.7% | -23.9% |
| 3M | -39.7% | -5.0% | -34.7% | -39.6% |
| 6M | -59.8% | +13.9% | -73.7% | -65.4% |
| All | -59.8% | +14.2% | -74.1% | -65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling