+61.8%
APLD vs AMRZ
-19.2%
+81.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +2.7% | -2.1% | +4.8% | +3.7% |
| 30D | -21.4% | +13.0% | -34.4% | -26.7% |
| 3M | -47.8% | -12.1% | -35.7% | -44.7% |
| 6M | -64.9% | -19.1% | -45.7% | -61.2% |
| YTD | -34.9% | -23.3% | -11.6% | -23.9% |
| 1Y | -30.7% | -16.6% | -14.2% | -18.3% |
| All | +61.8% | -19.2% | +81.0% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling