+269.3%
APLD vs CRL
+19.8%
+249.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.8% |
| 7D | +7.8% | +5.0% | +2.8% | +5.6% |
| 30D | -23.0% | +13.5% | -36.5% | -27.0% |
| 3M | -39.7% | +21.5% | -61.2% | -44.9% |
| 6M | -59.8% | +103.4% | -163.3% | -72.4% |
| YTD | -27.0% | +71.8% | -98.7% | -45.8% |
| 1Y | -37.3% | +97.5% | -134.8% | -57.1% |
| 3Y | +281.9% | +99.2% | +182.6% | +125.1% |
| All | +269.3% | +19.8% | +249.5% | +166.8% |
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