+229.3%
APLD vs CLF
-59.4%
+288.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -4.0% |
| 7D | +2.7% | +10.4% | -7.7% | -2.6% |
| 30D | -21.4% | +0.6% | -22.0% | -21.7% |
| 3M | -47.8% | +4.1% | -52.0% | -49.6% |
| 6M | -64.9% | +15.1% | -80.0% | -68.9% |
| YTD | -34.9% | -4.7% | -30.1% | -38.1% |
| 1Y | -30.7% | +20.4% | -51.1% | -42.7% |
| 3Y | +305.3% | -23.4% | +328.7% | +265.7% |
| All | +229.3% | -59.4% | +288.7% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling