+77.2%
JNJ vs APLD
+255.7%
-178.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.4% | +2.2% |
| 7D | +4.3% | +3.1% | +1.2% | +4.3% |
| 30D | +7.9% | -29.4% | +37.3% | +7.6% |
| 3M | +9.4% | -42.8% | +52.1% | +8.9% |
| 6M | +28.8% | -59.5% | +88.3% | +28.2% |
| YTD | +38.5% | -31.8% | +70.3% | +38.4% |
| 1Y | +54.6% | -46.0% | +100.6% | +54.4% |
| 3Y | +108.4% | +252.0% | -143.6% | +109.6% |
| All | +77.2% | +255.7% | -178.5% | +80.5% |
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