+305.3%
APLD vs CLSK
+80.2%
+225.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -4.1% |
| 7D | +2.7% | +8.0% | -5.3% | -1.9% |
| 30D | -21.4% | -27.9% | +6.5% | -4.4% |
| 3M | -47.8% | -42.3% | -5.6% | -27.7% |
| 6M | -64.9% | -50.0% | -14.9% | -47.5% |
| YTD | -34.9% | -34.3% | -0.6% | -15.3% |
| 1Y | -30.7% | -44.5% | +13.7% | -2.0% |
| 3Y | +305.3% | +74.5% | +230.8% | +170.7% |
| All | +305.3% | +80.2% | +225.1% | +170.7% |
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