+220.6%
APLD vs CLX
-18.7%
+239.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.5% | +9.7% |
| 7D | -12.7% | +13.6% | -26.3% | -13.3% |
| 30D | -34.7% | +23.4% | -58.0% | -35.6% |
| 3M | -46.1% | -2.8% | -43.3% | -45.8% |
| 6M | -64.9% | +14.0% | -78.8% | -65.3% |
| YTD | -36.6% | +4.2% | -40.8% | -36.6% |
| 1Y | -50.0% | -1.2% | -48.8% | -49.8% |
| 3Y | +190.1% | -12.7% | +202.8% | +181.5% |
| All | +220.6% | -18.7% | +239.3% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling