-37.3%
APLD vs CLF
+27.9%
-65.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.2% | +5.2% | +6.4% |
| 7D | +7.8% | +2.3% | +5.5% | +7.1% |
| 30D | -23.0% | +1.9% | -24.9% | -23.4% |
| 3M | -39.7% | +5.9% | -45.6% | -41.2% |
| 6M | -59.8% | +16.9% | -76.7% | -62.6% |
| YTD | -27.0% | -1.1% | -25.9% | -31.8% |
| 1Y | -37.3% | +28.8% | -66.1% | -49.2% |
| All | -37.3% | +27.9% | -65.3% | -49.2% |
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