+459.6%
APLD vs CLSK
+35.9%
+423.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.4% |
| 7D | +9.0% | +17.2% | -8.3% | +0.1% |
| 30D | -6.6% | +14.6% | -21.2% | -13.2% |
| 3M | -35.2% | -16.8% | -18.4% | -28.7% |
| 6M | +0.4% | +38.2% | -37.8% | -14.4% |
| YTD | +10.7% | +31.2% | -20.5% | -2.5% |
| 1Y | +78.6% | +37.3% | +41.2% | +49.7% |
| 3Y | +423.9% | +201.8% | +222.1% | +167.1% |
| All | +459.6% | +35.9% | +423.7% | +191.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling