+249.5%
APLD vs CLF
-58.1%
+307.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.1% |
| 7D | +19.6% | +16.0% | +3.6% | +10.4% |
| 30D | -24.5% | +1.6% | -26.1% | -25.2% |
| 3M | -45.6% | +6.7% | -52.3% | -48.1% |
| 6M | -61.4% | +21.1% | -82.5% | -66.8% |
| YTD | -30.9% | -1.6% | -29.3% | -35.5% |
| 1Y | -35.8% | +18.5% | -54.3% | -46.2% |
| 3Y | +261.4% | -21.0% | +282.4% | +220.8% |
| All | +249.5% | -58.1% | +307.6% | +354.3% |
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