+220.6%
APLD vs CCL
+59.9%
+160.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.8% | +9.8% |
| 7D | -12.7% | +2.6% | -15.3% | -14.8% |
| 30D | -34.7% | +13.1% | -47.8% | -40.0% |
| 3M | -46.1% | +3.3% | -49.4% | -47.8% |
| 6M | -64.9% | +8.7% | -73.6% | -67.2% |
| YTD | -36.6% | -1.6% | -35.0% | -37.3% |
| 1Y | -50.0% | +14.0% | -63.9% | -55.4% |
| 3Y | +190.1% | +145.1% | +45.0% | +45.0% |
| All | +220.6% | +59.9% | +160.7% | +129.3% |
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