+443.7%
APLD vs AMCR
-5.7%
+449.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +4.1% | -1.9% | +5.9% | +5.5% |
| 30D | -11.7% | -4.1% | -7.6% | -9.3% |
| 3M | -40.3% | +21.7% | -61.9% | -50.5% |
| 6M | -8.0% | +1.5% | -9.4% | -11.0% |
| YTD | +7.5% | +13.1% | -5.6% | -6.7% |
| 1Y | +84.0% | +13.0% | +71.0% | +58.1% |
| 3Y | +356.2% | +6.9% | +349.3% | +279.4% |
| All | +443.7% | -5.7% | +449.4% | +510.0% |
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