-46.5%
APLD vs CLSK
-58.7%
+12.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -16.6% | +9.8% | +6.6% |
| 7D | -18.5% | -20.7% | +2.2% | -2.9% |
| 30D | -32.8% | -45.5% | +12.8% | +8.6% |
| 3M | -46.9% | -52.0% | +5.1% | -5.8% |
| 6M | -53.4% | -47.0% | -6.4% | -25.6% |
| YTD | -32.3% | -32.8% | +0.5% | -13.3% |
| 1Y | -46.5% | -58.1% | +11.6% | -5.9% |
| All | -46.5% | -58.7% | +12.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 1y: compounded portfolio wealth divided by compounded CLSK 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…
1y analysis · Full analysis span regression · 6 months rolling