+84.0%
APLD vs CLSK
+35.0%
+49.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | +4.1% | +8.8% | -4.8% | -2.3% |
| 30D | -11.7% | -6.0% | -5.7% | -8.7% |
| 3M | -40.3% | -24.4% | -15.9% | -28.3% |
| 6M | -8.0% | +19.0% | -27.0% | -19.9% |
| YTD | +7.5% | +25.4% | -17.9% | -9.7% |
| 1Y | +84.0% | +39.8% | +44.3% | +97.8% |
| All | +84.0% | +35.0% | +49.0% | +97.8% |
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