+269.3%
APLD vs CLX
-13.1%
+282.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.4% |
| 7D | +7.8% | +7.8% | +0.1% | +7.4% |
| 30D | -23.0% | +28.5% | -51.5% | -24.2% |
| 3M | -39.7% | +1.3% | -41.0% | -39.5% |
| 6M | -59.8% | +23.4% | -83.2% | -60.5% |
| YTD | -27.0% | +11.4% | -38.3% | -27.3% |
| 1Y | -37.3% | +6.9% | -44.2% | -37.4% |
| 3Y | +281.9% | -9.8% | +291.7% | +273.9% |
| All | +269.3% | -13.1% | +282.4% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling