+192.2%
APLD vs CL
+36.5%
+155.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.1% | -14.6% | -14.7% |
| 7D | -27.0% | +5.9% | -32.9% | -24.6% |
| 30D | -44.1% | +13.8% | -57.8% | -40.1% |
| 3M | -52.6% | +6.4% | -59.0% | -50.4% |
| 6M | -64.5% | +15.6% | -80.1% | -61.5% |
| YTD | -42.2% | +27.9% | -70.1% | -35.0% |
| 1Y | -57.2% | +31.4% | -88.6% | -51.3% |
| 3Y | +159.5% | +41.4% | +118.1% | +173.8% |
| All | +192.2% | +36.5% | +155.7% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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