+244.7%
APLD vs AMP
+94.4%
+150.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.8% | +4.1% |
| 7D | +3.1% | +3.1% | 0.0% | +0.2% |
| 30D | -29.4% | +3.9% | -33.3% | -32.4% |
| 3M | -42.8% | -5.8% | -37.0% | -40.4% |
| 6M | -59.5% | +12.1% | -71.5% | -65.3% |
| YTD | -31.8% | +7.1% | -38.9% | -39.7% |
| 1Y | -46.0% | +14.2% | -60.2% | -55.7% |
| 3Y | +252.0% | +62.5% | +189.5% | +82.7% |
| All | +244.7% | +94.4% | +150.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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