+84.0%
APLD vs AMDL
+384.9%
-300.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -1.3% |
| 7D | +4.1% | +4.5% | -0.5% | +2.4% |
| 30D | -11.7% | -4.4% | -7.3% | -10.9% |
| 3M | -40.3% | -30.5% | -9.8% | -36.5% |
| 6M | -8.0% | +300.9% | -308.8% | -50.4% |
| YTD | +7.5% | +219.9% | -212.4% | -38.6% |
| 1Y | +84.0% | +374.7% | -290.7% | -2.3% |
| All | +84.0% | +384.9% | -300.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling