+249.5%
APLD vs CLS
+2,190.6%
-1,941.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.6% | -9.9% | -8.2% |
| 7D | +19.6% | +23.5% | -3.9% | +4.9% |
| 30D | -24.5% | -28.9% | +4.5% | -6.7% |
| 3M | -45.6% | -25.2% | -20.4% | -35.1% |
| 6M | -61.4% | -32.1% | -29.3% | -52.5% |
| YTD | -30.9% | -14.1% | -16.8% | -27.2% |
| 1Y | -35.8% | -24.1% | -11.7% | -27.6% |
| 3Y | +261.4% | +897.0% | -635.6% | -22.2% |
| All | +249.5% | +2,190.6% | -1,941.1% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling