+459.6%
APLD vs JBL
+448.6%
+11.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +9.0% | +4.0% | +5.0% | +5.4% |
| 30D | -6.6% | -7.5% | +0.9% | -0.2% |
| 3M | -35.2% | -14.1% | -21.2% | -25.8% |
| 6M | +0.4% | +25.9% | -25.5% | -14.5% |
| YTD | +10.7% | +36.7% | -26.0% | -11.9% |
| 1Y | +78.6% | +49.0% | +29.6% | +33.2% |
| 3Y | +423.9% | +191.8% | +232.2% | +105.9% |
| All | +459.6% | +448.6% | +11.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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