+190.1%
APLD vs JAAA
+18.6%
+171.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | 0.0% | +9.7% | +9.6% |
| 7D | -12.7% | +0.2% | -12.9% | -13.2% |
| 30D | -34.7% | +0.4% | -35.1% | -35.6% |
| 3M | -46.1% | +1.2% | -47.3% | -48.2% |
| 6M | -64.9% | +2.3% | -67.2% | -67.5% |
| YTD | -36.6% | +3.9% | -40.5% | -43.3% |
| 1Y | -50.0% | +4.8% | -54.8% | -55.7% |
| 3Y | +190.1% | +18.5% | +171.6% | +285.7% |
| All | +190.1% | +18.6% | +171.5% | +285.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling