+244.7%
APLD vs CLS
+1,910.1%
-1,665.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.9% | -0.3% | +2.7% |
| 7D | +3.1% | -10.6% | +13.6% | +11.0% |
| 30D | -29.4% | -38.4% | +9.1% | -4.7% |
| 3M | -42.8% | -29.9% | -12.9% | -28.8% |
| 6M | -59.5% | -40.6% | -18.8% | -45.7% |
| YTD | -31.8% | -24.6% | -7.2% | -22.0% |
| 1Y | -46.0% | -30.8% | -15.2% | -35.3% |
| 3Y | +252.0% | +811.7% | -559.7% | -20.3% |
| All | +244.7% | +1,910.1% | -1,665.4% | -62.7% |
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