+443.7%
APLD vs AMP
+109.5%
+334.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.6% |
| 7D | +4.1% | +0.2% | +3.8% | +3.9% |
| 30D | -11.7% | -0.1% | -11.6% | -11.9% |
| 3M | -40.3% | +23.6% | -63.8% | -52.5% |
| 6M | -8.0% | +20.4% | -28.3% | -25.2% |
| YTD | +7.5% | +15.4% | -7.9% | -10.3% |
| 1Y | +84.0% | +11.0% | +73.1% | +58.3% |
| 3Y | +356.2% | +70.5% | +285.8% | +131.8% |
| All | +443.7% | +109.5% | +334.2% | +68.4% |
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