+84.0%
APLD vs JHX
+56.2%
+27.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.2% |
| 7D | +4.1% | +1.5% | +2.5% | +3.1% |
| 30D | -11.7% | +7.2% | -18.9% | -15.5% |
| 3M | -40.3% | +29.9% | -70.2% | -49.6% |
| 6M | -8.0% | +35.4% | -43.3% | -27.6% |
| YTD | +7.5% | +46.5% | -38.9% | -16.4% |
| 1Y | +84.0% | +55.5% | +28.5% | +41.2% |
| All | +84.0% | +56.2% | +27.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling