+98.3%
JNJ vs APLD
+185.8%
-87.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.7% | -8.3% | +1.6% |
| 7D | +1.1% | -12.7% | +13.8% | +0.9% |
| 30D | +6.9% | -34.7% | +41.6% | +6.2% |
| 3M | +8.0% | -46.1% | +54.1% | +7.1% |
| 6M | +24.3% | -64.9% | +89.1% | +22.9% |
| YTD | +35.6% | -36.6% | +72.2% | +35.4% |
| 1Y | +51.1% | -50.0% | +101.0% | +50.5% |
| 3Y | +98.3% | +190.1% | -91.8% | +99.2% |
| All | +98.3% | +185.8% | -87.6% | +99.2% |
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