+269.3%
APLD vs CLF
-57.8%
+327.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.2% |
| 7D | +7.8% | +2.3% | +5.5% | +7.0% |
| 30D | -23.0% | +1.9% | -24.9% | -23.8% |
| 3M | -39.7% | +5.9% | -45.6% | -42.3% |
| 6M | -59.8% | +16.9% | -76.7% | -64.7% |
| YTD | -27.0% | -1.1% | -25.9% | -32.0% |
| 1Y | -37.3% | +28.8% | -66.1% | -50.3% |
| 3Y | +281.9% | -20.6% | +302.5% | +237.9% |
| All | +269.3% | -57.8% | +327.1% | +378.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling