+220.6%
APLD vs CRL
+18.0%
+202.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +7.8% | +1.9% | +5.7% |
| 7D | -12.7% | -6.1% | -6.6% | -9.3% |
| 30D | -34.7% | +12.4% | -47.1% | -37.8% |
| 3M | -46.1% | +27.1% | -73.2% | -51.9% |
| 6M | -64.9% | +85.7% | -150.6% | -74.7% |
| YTD | -36.6% | +69.2% | -105.8% | -52.6% |
| 1Y | -50.0% | +97.5% | -147.5% | -65.8% |
| 3Y | +190.1% | +86.1% | +104.0% | +80.4% |
| All | +220.6% | +18.0% | +202.6% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling