-46.5%
APLD vs CRL
+85.3%
-131.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.3% | +0.5% | -3.8% |
| 7D | -18.5% | -12.8% | -5.8% | -13.9% |
| 30D | -32.8% | +5.0% | -37.7% | -33.1% |
| 3M | -46.9% | +39.4% | -86.3% | -51.6% |
| 6M | -53.4% | +89.4% | -142.7% | -62.7% |
| YTD | -32.3% | +63.6% | -95.8% | -45.0% |
| 1Y | -46.5% | +83.5% | -130.0% | -55.6% |
| All | -46.5% | +85.3% | -131.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling