-64.9%
APLD vs CLSK
-50.6%
-14.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -3.0% | -3.6% |
| 7D | +2.7% | +8.0% | -5.3% | -3.4% |
| 30D | -21.4% | -27.9% | +6.5% | +0.3% |
| 3M | -47.8% | -42.3% | -5.6% | -21.6% |
| 6M | -64.9% | -50.0% | -14.9% | -41.6% |
| All | -64.9% | -50.6% | -14.3% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling