+234.2%
APLD vs AMDL
+20.7%
+213.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -34.9% | +20.2% | -2.0% |
| 7D | -27.0% | -52.7% | +25.7% | -6.5% |
| 30D | -44.1% | -65.3% | +21.2% | -20.3% |
| 3M | -52.6% | -40.8% | -11.7% | -44.9% |
| 6M | -64.5% | -12.9% | -51.6% | -67.2% |
| YTD | -42.2% | +98.0% | -140.2% | -63.3% |
| 1Y | -57.2% | +30.1% | -87.3% | -69.1% |
| All | +234.2% | +20.7% | +213.5% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling