+110.8%
JNJ vs APLD
+243.4%
-132.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +0.7% |
| 7D | +3.5% | +2.7% | +0.7% | +3.5% |
| 30D | +12.5% | -21.4% | +34.0% | +12.2% |
| 3M | +9.6% | -47.8% | +57.4% | +8.6% |
| 6M | +25.3% | -64.9% | +90.2% | +24.0% |
| YTD | +40.3% | -34.9% | +75.2% | +40.1% |
| 1Y | +49.6% | -30.7% | +80.4% | +49.7% |
| 3Y | +110.8% | +305.3% | -194.5% | +112.9% |
| All | +110.8% | +243.4% | -132.7% | +112.9% |
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