+521.9%
APLD vs AMDL
+95.0%
+426.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | -1.5% |
| 7D | +4.1% | +4.5% | -0.5% | +2.3% |
| 30D | -11.7% | -4.4% | -7.3% | -10.9% |
| 3M | -40.3% | -30.5% | -9.8% | -36.2% |
| 6M | -8.0% | +300.9% | -308.8% | -51.9% |
| YTD | +7.5% | +219.9% | -212.4% | -40.6% |
| 1Y | +84.0% | +374.7% | -290.7% | -18.4% |
| All | +521.9% | +95.0% | +426.9% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling