+443.7%
APLD vs CLF
-59.9%
+503.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.8% |
| 7D | +4.1% | +7.6% | -3.5% | -0.2% |
| 30D | -11.7% | -1.2% | -10.5% | -11.6% |
| 3M | -40.3% | -13.4% | -26.9% | -37.0% |
| 6M | -8.0% | +15.4% | -23.4% | -18.6% |
| YTD | +7.5% | -5.9% | +13.4% | +3.7% |
| 1Y | +84.0% | +18.8% | +65.2% | +44.9% |
| 3Y | +356.2% | -19.4% | +375.6% | +298.6% |
| All | +443.7% | -59.9% | +503.6% | +629.9% |
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