+420.9%
APLD vs CLSK
+202.5%
+218.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.3% |
| 7D | +9.0% | +17.2% | -8.3% | -0.6% |
| 30D | -6.6% | +14.6% | -21.2% | -13.8% |
| 3M | -35.2% | -16.8% | -18.4% | -28.3% |
| 6M | +0.4% | +38.2% | -37.8% | -16.0% |
| YTD | +10.7% | +31.2% | -20.5% | -4.2% |
| 1Y | +78.6% | +37.3% | +41.2% | +45.9% |
| All | +420.9% | +202.5% | +218.4% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling