-46.5%
APLD vs AMDL
+108.7%
-155.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -7.4% |
| 7D | -18.5% | -30.7% | +12.2% | -6.4% |
| 30D | -32.8% | -43.8% | +11.0% | -16.6% |
| 3M | -46.9% | -24.5% | -22.4% | -42.7% |
| 6M | -53.4% | +44.7% | -98.1% | -65.6% |
| YTD | -32.3% | +204.0% | -236.2% | -69.9% |
| 1Y | -46.5% | +109.1% | -155.6% | -73.2% |
| All | -46.5% | +108.7% | -155.2% | -73.2% |
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