+322.4%
APLD vs AMDL
+119.6%
+202.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +14.3% | -7.0% | +2.2% |
| 7D | +7.8% | +18.5% | -10.7% | -1.7% |
| 30D | -23.0% | -24.2% | +1.3% | -18.1% |
| 3M | -39.7% | +11.5% | -51.2% | -45.0% |
| 6M | -59.8% | -1.0% | -58.8% | -64.5% |
| YTD | -27.0% | +260.3% | -287.2% | -63.2% |
| 1Y | -37.3% | +178.2% | -215.5% | -65.9% |
| All | +322.4% | +119.6% | +202.8% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling