+190.1%
APLD vs CLS
+703.9%
-513.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.5% | +9.2% | +9.4% |
| 7D | -12.7% | -22.2% | +9.4% | +1.8% |
| 30D | -34.7% | -44.4% | +9.7% | -7.6% |
| 3M | -46.1% | -34.3% | -11.8% | -30.8% |
| 6M | -64.9% | -50.1% | -14.8% | -48.5% |
| YTD | -36.6% | -30.1% | -6.5% | -24.1% |
| 1Y | -50.0% | -39.3% | -10.6% | -35.7% |
| 3Y | +190.1% | +732.7% | -542.6% | +18.8% |
| All | +190.1% | +703.9% | -513.8% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling