+167.2%
APLD vs AMRZ
-13.6%
+180.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +4.1% | -1.9% | +6.0% | +5.1% |
| 30D | -11.7% | -16.9% | +5.2% | -2.8% |
| 3M | -40.3% | -19.2% | -21.1% | -33.2% |
| 6M | -8.0% | -29.3% | +21.3% | +7.4% |
| YTD | +7.5% | -18.0% | +25.5% | +22.3% |
| 1Y | +84.0% | -15.1% | +99.1% | +107.4% |
| All | +167.2% | -13.6% | +180.8% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling