+443.7%
APLD vs CCL
+27.1%
+416.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +4.1% | -5.0% | +9.1% | +7.6% |
| 30D | -11.7% | -20.3% | +8.6% | +2.1% |
| 3M | -40.3% | -15.1% | -25.1% | -34.0% |
| 6M | -8.0% | -15.1% | +7.2% | +2.2% |
| YTD | +7.5% | -21.8% | +29.3% | +24.5% |
| 1Y | +84.0% | -24.8% | +108.8% | +113.7% |
| 3Y | +356.2% | +51.9% | +304.4% | +216.0% |
| All | +443.7% | +27.1% | +416.6% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling