+86.5%
JNJ vs APLD
+351.5%
-265.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | +2.7% | +4.1% | -1.4% | +2.7% |
| 30D | +7.4% | -11.7% | +19.1% | +7.2% |
| 3M | +21.2% | -40.3% | +61.5% | +20.7% |
| 6M | +13.4% | -8.0% | +21.4% | +13.6% |
| YTD | +35.1% | +7.5% | +27.6% | +35.8% |
| 1Y | +57.4% | +84.0% | -26.6% | +59.4% |
| All | +86.5% | +351.5% | -265.0% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling