+192.2%
APLD vs CLF
-63.8%
+256.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -12.2% | -2.5% | -8.0% |
| 7D | -27.0% | -21.0% | -6.0% | -16.7% |
| 30D | -44.1% | -8.0% | -36.1% | -41.6% |
| 3M | -52.6% | -10.9% | -41.7% | -50.1% |
| 6M | -64.5% | +5.8% | -70.3% | -67.0% |
| YTD | -42.2% | -15.1% | -27.1% | -41.5% |
| 1Y | -57.2% | +7.2% | -64.4% | -62.4% |
| 3Y | +159.5% | -34.2% | +193.7% | +156.8% |
| All | +192.2% | -63.8% | +256.0% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling