-35.8%
APLD vs AMRZ
-16.9%
-18.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.4% | -4.2% |
| 7D | +19.6% | -4.0% | +23.6% | +22.7% |
| 30D | -24.5% | +12.4% | -36.9% | -31.5% |
| 3M | -45.6% | -11.5% | -34.1% | -41.1% |
| 6M | -61.4% | -21.6% | -39.8% | -54.6% |
| YTD | -30.9% | -23.4% | -7.5% | -17.2% |
| 1Y | -35.8% | -17.2% | -18.7% | -26.3% |
| All | -35.8% | -16.9% | -18.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling