+483.7%
APLD vs CLX
-26.6%
+510.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +7.5% |
| 7D | +16.6% | -3.5% | +20.1% | +16.9% |
| 30D | -3.1% | -11.9% | +8.8% | -2.2% |
| 3M | -30.9% | -2.6% | -28.2% | -30.9% |
| 6M | +12.6% | -18.2% | +30.8% | +14.1% |
| YTD | +15.5% | -5.9% | +21.4% | +15.9% |
| 1Y | +103.5% | -23.8% | +127.4% | +108.1% |
| 3Y | +446.5% | -33.6% | +480.1% | +459.7% |
| All | +483.7% | -26.6% | +510.3% | +377.4% |
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