+255.7%
APLD vs JD
+21.0%
+234.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.3% | +5.2% | -11.5% | -8.4% |
| 30D | -29.6% | +4.5% | -34.1% | -31.0% |
| 3M | -42.6% | -15.4% | -27.2% | -39.3% |
| 6M | -59.6% | -6.0% | -53.5% | -59.2% |
| YTD | -32.0% | +2.2% | -34.1% | -33.2% |
| 1Y | -46.9% | -6.7% | -40.3% | -46.2% |
| 3Y | +255.7% | +20.5% | +235.1% | +228.7% |
| All | +255.7% | +21.0% | +234.6% | +228.7% |
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