+78.1%
JNJ vs APLD
+260.6%
-182.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 7D | +4.1% | +19.6% | -15.5% | +4.3% |
| 30D | +14.0% | -24.5% | +38.5% | +13.8% |
| 3M | +9.2% | -45.6% | +54.8% | +8.8% |
| 6M | +27.8% | -61.4% | +89.2% | +27.1% |
| YTD | +39.2% | -30.9% | +70.1% | +39.1% |
| 1Y | +49.1% | -35.8% | +85.0% | +49.1% |
| 3Y | +109.7% | +261.4% | -151.7% | +110.9% |
| All | +78.1% | +260.6% | -182.5% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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