+243.9%
APLD vs AMCR
-2.7%
+246.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.3% | -3.8% | -2.6% | -3.6% |
| 30D | -29.6% | +8.3% | -37.9% | -34.6% |
| 3M | -42.6% | -2.7% | -39.9% | -42.5% |
| 6M | -59.6% | +16.7% | -76.3% | -65.7% |
| YTD | -32.0% | +13.2% | -45.2% | -41.9% |
| 1Y | -46.9% | +13.7% | -60.7% | -55.1% |
| 3Y | +255.7% | +17.4% | +238.2% | +160.0% |
| All | +243.9% | -2.7% | +246.6% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling