+443.7%
APLD vs CRL
+0.9%
+442.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +2.6% |
| 7D | +4.1% | -1.0% | +5.1% | +4.6% |
| 30D | -11.7% | +10.7% | -22.4% | -16.0% |
| 3M | -40.3% | +55.3% | -95.6% | -53.0% |
| 6M | -8.0% | +60.7% | -68.6% | -29.7% |
| YTD | +7.5% | +44.6% | -37.1% | -13.6% |
| 1Y | +84.0% | +77.7% | +6.3% | +28.7% |
| 3Y | +356.2% | +37.6% | +318.6% | +244.7% |
| All | +443.7% | +0.9% | +442.9% | +325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling