-46.5%
APLD vs CLF
+12.5%
-59.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.2% | +2.5% | -3.1% |
| 7D | -18.5% | -7.9% | -10.6% | -15.9% |
| 30D | -32.8% | +5.2% | -38.0% | -34.2% |
| 3M | -46.9% | +4.3% | -51.2% | -48.1% |
| 6M | -53.4% | +25.3% | -78.7% | -57.8% |
| YTD | -32.3% | -3.3% | -28.9% | -36.3% |
| 1Y | -46.5% | +20.2% | -66.7% | -57.7% |
| All | -46.5% | +12.5% | -59.1% | -57.7% |
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