+242.5%
APLD vs JBHT
+37.5%
+205.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.2% |
| 7D | -18.5% | +1.7% | -20.2% | -19.2% |
| 30D | -32.8% | -1.2% | -31.6% | -32.5% |
| 3M | -46.9% | -17.1% | -29.7% | -42.8% |
| 6M | -53.4% | -4.4% | -49.0% | -53.8% |
| YTD | -32.3% | +17.5% | -49.7% | -39.4% |
| 1Y | -46.5% | +32.6% | -79.1% | -54.8% |
| 3Y | +204.2% | +33.0% | +171.2% | +149.4% |
| All | +242.5% | +37.5% | +205.0% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling