+431.5%
APLD vs JHX
-2.8%
+434.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -3.7% |
| 7D | -0.5% | -4.9% | +4.4% | +2.2% |
| 30D | -13.2% | -9.3% | -3.9% | -8.5% |
| 3M | -33.8% | +28.1% | -61.8% | -42.6% |
| 6M | -5.9% | +35.2% | -41.1% | -20.7% |
| YTD | +5.1% | +35.9% | -30.7% | -11.1% |
| 1Y | +51.8% | +42.5% | +9.3% | +23.5% |
| 3Y | +397.7% | -4.5% | +402.2% | +324.8% |
| All | +431.5% | -2.8% | +434.4% | +336.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling