+396.0%
APLD vs JEPQ
+85.8%
+310.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.7% | -2.9% |
| 7D | +2.7% | +3.4% | -0.7% | -5.9% |
| 30D | -21.4% | -5.6% | -15.8% | -5.0% |
| 3M | -47.8% | -4.2% | -43.7% | -38.8% |
| 6M | -64.9% | -0.2% | -64.7% | -61.9% |
| YTD | -34.9% | +6.7% | -41.6% | -37.8% |
| 1Y | -30.7% | +9.5% | -40.2% | -36.8% |
| 3Y | +305.3% | +60.5% | +244.8% | +63.8% |
| All | +396.0% | +85.8% | +310.2% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling