+269.3%
APLD vs CLBK
+17.7%
+251.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.3% |
| 7D | +7.8% | +2.2% | +5.7% | +7.1% |
| 30D | -23.0% | +5.0% | -27.9% | -24.5% |
| 3M | -39.7% | +3.3% | -42.9% | -40.4% |
| 6M | -59.8% | +29.6% | -89.4% | -63.7% |
| YTD | -27.0% | +62.1% | -89.1% | -39.8% |
| 1Y | -37.3% | +64.3% | -101.7% | -48.7% |
| 3Y | +281.9% | +55.6% | +226.3% | +214.9% |
| All | +269.3% | +17.7% | +251.6% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling