+483.7%
APLD vs JHX
+2.9%
+480.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.3% |
| 7D | +16.6% | +4.5% | +12.0% | +13.7% |
| 30D | -3.1% | -1.2% | -1.9% | -2.5% |
| 3M | -30.9% | +32.8% | -63.6% | -41.2% |
| 6M | +12.6% | +41.2% | -28.6% | -7.4% |
| YTD | +15.5% | +43.9% | -28.4% | -5.4% |
| 1Y | +103.5% | +48.0% | +55.5% | +61.8% |
| 3Y | +446.5% | +1.2% | +445.3% | +352.0% |
| All | +483.7% | +2.9% | +480.8% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling