+192.2%
APLD vs JD
-43.4%
+235.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +3.3% | -18.0% | -16.0% |
| 7D | -27.0% | +11.7% | -38.7% | -30.4% |
| 30D | -44.1% | +8.1% | -52.2% | -46.0% |
| 3M | -52.6% | -12.0% | -40.6% | -50.5% |
| 6M | -64.5% | -3.5% | -61.0% | -64.5% |
| YTD | -42.2% | +3.3% | -45.6% | -43.6% |
| 1Y | -57.2% | -7.4% | -49.8% | -56.3% |
| 3Y | +159.5% | +16.6% | +142.9% | +130.9% |
| All | +192.2% | -43.4% | +235.6% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling