+446.5%
APLD vs JEPQ
+71.9%
+374.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.5% |
| 7D | +16.6% | +1.4% | +15.1% | +12.1% |
| 30D | -3.1% | +1.3% | -4.4% | -6.2% |
| 3M | -30.9% | +3.8% | -34.7% | -36.0% |
| 6M | +12.6% | +12.2% | +0.4% | -12.7% |
| YTD | +15.5% | +11.6% | +3.9% | -7.1% |
| 1Y | +103.5% | +19.9% | +83.6% | +40.6% |
| 3Y | +446.5% | +71.9% | +374.6% | +128.3% |
| All | +446.5% | +71.9% | +374.6% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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