+373.4%
APLD vs JD
-8.1%
+381.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.0% |
| 7D | +4.1% | -1.7% | +5.7% | +4.8% |
| 30D | -11.7% | -13.2% | +1.4% | -6.8% |
| 3M | -40.3% | -3.2% | -37.1% | -39.9% |
| 6M | -8.0% | +15.2% | -23.2% | -13.7% |
| YTD | +7.5% | +2.0% | +5.6% | +6.2% |
| 1Y | +84.0% | -5.4% | +89.4% | +84.9% |
| All | +373.4% | -8.1% | +381.5% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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