+229.3%
APLD vs CLX
-11.0%
+240.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -6.9% | -5.8% |
| 7D | +2.7% | +9.5% | -6.8% | +2.1% |
| 30D | -21.4% | +30.7% | -52.1% | -22.7% |
| 3M | -47.8% | +4.2% | -52.1% | -47.8% |
| 6M | -64.9% | +22.1% | -87.0% | -65.4% |
| YTD | -34.9% | +14.1% | -48.9% | -35.3% |
| 1Y | -30.7% | +10.3% | -41.1% | -31.0% |
| 3Y | +305.3% | -7.8% | +313.1% | +296.6% |
| All | +229.3% | -11.0% | +240.3% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling