+244.7%
APLD vs JAAA
+27.4%
+217.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | -29.4% | +0.4% | -29.8% | -30.2% |
| 3M | -42.8% | +1.1% | -43.9% | -44.6% |
| 6M | -59.5% | +2.3% | -61.7% | -62.0% |
| YTD | -31.8% | +3.9% | -35.7% | -38.4% |
| 1Y | -46.0% | +4.8% | -50.8% | -52.1% |
| 3Y | +252.0% | +18.4% | +233.6% | +142.3% |
| All | +244.7% | +27.4% | +217.3% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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