-50.0%
APLD vs CLF
+9.8%
-59.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.7% | +8.1% | +9.0% |
| 7D | -12.7% | -19.6% | +6.9% | -4.2% |
| 30D | -34.7% | -5.0% | -29.7% | -32.9% |
| 3M | -46.1% | -6.3% | -39.8% | -44.6% |
| 6M | -64.9% | +2.8% | -67.6% | -65.4% |
| YTD | -36.6% | -13.7% | -22.9% | -37.3% |
| 1Y | -50.0% | +13.6% | -63.5% | -58.5% |
| All | -50.0% | +9.8% | -59.7% | -58.5% |
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 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