+164.4%
APLD vs JD
+14.9%
+149.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +3.3% | -18.0% | -15.9% |
| 7D | -27.0% | +11.7% | -38.7% | -30.2% |
| 30D | -44.1% | +8.1% | -52.2% | -45.9% |
| 3M | -52.6% | -12.0% | -40.6% | -50.6% |
| 6M | -64.5% | -3.5% | -61.0% | -64.5% |
| YTD | -42.2% | +3.3% | -45.6% | -43.5% |
| 1Y | -57.2% | -7.4% | -49.8% | -56.4% |
| All | +164.4% | +14.9% | +149.5% | +149.0% |
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