+443.7%
APLD vs CLS
+2,716.5%
-2,272.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | +4.1% | +4.6% | -0.5% | +0.9% |
| 30D | -11.7% | -13.9% | +2.2% | -4.6% |
| 3M | -40.3% | -26.6% | -13.7% | -29.4% |
| 6M | -8.0% | +15.4% | -23.4% | -18.6% |
| YTD | +7.5% | +5.7% | +1.9% | -0.6% |
| 1Y | +84.0% | +41.1% | +42.9% | +41.7% |
| 3Y | +356.2% | +1,228.6% | -872.4% | -19.6% |
| All | +443.7% | +2,716.5% | -2,272.8% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling