+249.5%
APLD vs JCI
+148.6%
+100.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -3.9% | -3.7% |
| 7D | +19.6% | +8.4% | +11.2% | +9.3% |
| 30D | -24.5% | -8.9% | -15.6% | -13.9% |
| 3M | -45.6% | -6.4% | -39.1% | -39.8% |
| 6M | -61.4% | +1.6% | -63.0% | -61.6% |
| YTD | -30.9% | +20.1% | -50.9% | -43.1% |
| 1Y | -35.8% | +17.2% | -53.0% | -45.5% |
| 3Y | +261.4% | +190.7% | +70.7% | +23.6% |
| All | +249.5% | +148.6% | +100.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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