+243.9%
APLD vs JBL
+340.1%
-96.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.7% |
| 7D | -6.3% | -8.1% | +1.7% | +1.7% |
| 30D | -29.6% | -18.4% | -11.1% | -14.3% |
| 3M | -42.6% | -25.8% | -16.8% | -24.8% |
| 6M | -59.6% | -29.6% | -29.9% | -43.9% |
| YTD | -32.0% | +9.6% | -41.6% | -33.5% |
| 1Y | -46.9% | +14.1% | -61.0% | -49.4% |
| 3Y | +255.7% | +95.9% | +159.8% | +109.4% |
| All | +243.9% | +340.1% | -96.2% | -34.1% |
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