+84.0%
APLD vs CLF
+20.0%
+64.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | +4.1% | +7.6% | -3.5% | +1.4% |
| 30D | -11.7% | -1.2% | -10.5% | -11.5% |
| 3M | -40.3% | -13.4% | -26.9% | -37.4% |
| 6M | -8.0% | +15.4% | -23.4% | -13.8% |
| YTD | +7.5% | -5.9% | +13.4% | +5.7% |
| 1Y | +84.0% | +18.8% | +65.2% | +94.7% |
| All | +84.0% | +20.0% | +64.1% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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