+244.7%
APLD vs AMT
-14.7%
+259.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +3.1% | +0.4% | +2.7% | +2.7% |
| 30D | -29.4% | +3.7% | -33.1% | -30.8% |
| 3M | -42.8% | +10.7% | -53.5% | -45.5% |
| 6M | -59.5% | +9.3% | -68.7% | -61.8% |
| YTD | -31.8% | +10.9% | -42.8% | -36.8% |
| 1Y | -46.0% | +10.5% | -56.6% | -50.0% |
| 3Y | +252.0% | +15.5% | +236.5% | +169.7% |
| All | +244.7% | -14.7% | +259.5% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling