+294.3%
APLD vs AMDL
+87.1%
+207.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +26.8% | -19.2% | -2.2% |
| 7D | +3.1% | +10.3% | -7.2% | -3.3% |
| 30D | -29.4% | -38.3% | +8.9% | -19.1% |
| 3M | -42.8% | -8.7% | -34.1% | -43.9% |
| 6M | -59.5% | -14.4% | -45.1% | -62.1% |
| YTD | -31.8% | +206.9% | -238.8% | -63.5% |
| 1Y | -46.0% | +144.4% | -190.4% | -69.1% |
| All | +294.3% | +87.1% | +207.2% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling