+164.4%
APLD vs AMT
+13.5%
+150.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.4% | -14.2% | -14.8% |
| 7D | -27.0% | +4.4% | -31.4% | -26.3% |
| 30D | -44.1% | +17.7% | -61.8% | -42.6% |
| 3M | -52.6% | +16.7% | -69.2% | -51.3% |
| 6M | -64.5% | +11.1% | -75.6% | -63.5% |
| YTD | -42.2% | +13.9% | -56.1% | -40.4% |
| 1Y | -57.2% | +12.5% | -69.7% | -55.8% |
| All | +164.4% | +13.5% | +150.8% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling