+164.4%
APLD vs JBHT
+28.2%
+136.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -3.6% | -11.1% | -13.6% |
| 7D | -27.0% | -1.4% | -25.6% | -26.6% |
| 30D | -44.1% | -3.1% | -41.0% | -43.5% |
| 3M | -52.6% | -19.5% | -33.0% | -49.7% |
| 6M | -64.5% | -9.6% | -54.9% | -64.1% |
| YTD | -42.2% | +13.3% | -55.5% | -45.4% |
| 1Y | -57.2% | +29.7% | -86.9% | -60.9% |
| All | +164.4% | +28.2% | +136.1% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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