-64.5%
APLD vs CLF
+8.4%
-72.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -12.2% | -2.5% | -9.1% |
| 7D | -27.0% | -21.0% | -6.0% | -18.8% |
| 30D | -44.1% | -8.0% | -36.1% | -41.6% |
| 3M | -52.6% | -10.9% | -41.7% | -49.9% |
| 6M | -64.5% | +5.8% | -70.3% | -66.0% |
| All | -64.5% | +8.4% | -72.8% | -66.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling