-46.5%
APLD vs CCL
+17.9%
-64.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.3% | -14.0% | -11.3% |
| 7D | -18.5% | +11.6% | -30.2% | -25.2% |
| 30D | -32.8% | +22.5% | -55.3% | -41.7% |
| 3M | -46.9% | +6.4% | -53.3% | -49.4% |
| 6M | -53.4% | +23.4% | -76.8% | -60.0% |
| YTD | -32.3% | +4.2% | -36.5% | -36.8% |
| 1Y | -46.5% | +21.9% | -68.4% | -50.5% |
| All | -46.5% | +17.9% | -64.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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