+354.6%
APLD vs AME
+62.6%
+292.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.6% |
| 7D | +7.8% | +1.1% | +6.7% | +7.4% |
| 30D | -23.0% | -4.1% | -18.9% | -17.2% |
| 3M | -39.7% | -6.3% | -33.3% | -33.1% |
| 6M | -59.8% | +3.5% | -63.4% | -60.2% |
| YTD | -27.0% | +17.3% | -44.2% | -36.0% |
| 1Y | -37.3% | +22.0% | -59.3% | -47.3% |
| All | +354.6% | +62.6% | +292.0% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling