+220.6%
APLD vs AME
+83.8%
+136.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.5% | +7.2% | +6.2% |
| 7D | -12.7% | -5.2% | -7.6% | -5.0% |
| 30D | -34.7% | -8.0% | -26.7% | -25.5% |
| 3M | -46.1% | -8.9% | -37.2% | -37.5% |
| 6M | -64.9% | -5.0% | -59.9% | -61.1% |
| YTD | -36.6% | +11.9% | -48.5% | -42.3% |
| 1Y | -50.0% | +16.6% | -66.6% | -56.9% |
| 3Y | +190.1% | +62.5% | +127.6% | +56.5% |
| All | +220.6% | +83.8% | +136.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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