+444.7%
APLD vs JHX
-1.9%
+446.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | +0.2% | -6.3% | +6.5% | +3.8% |
| 30D | -15.2% | -7.7% | -7.4% | -11.4% |
| 3M | -36.3% | +19.2% | -55.5% | -42.5% |
| 6M | -7.4% | +38.3% | -45.6% | -22.8% |
| YTD | +7.7% | +37.2% | -29.5% | -9.3% |
| 1Y | +53.8% | +42.3% | +11.5% | +25.2% |
| 3Y | +407.1% | -4.4% | +411.5% | +334.1% |
| All | +444.7% | -1.9% | +446.6% | +345.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling