+23.0%
JPM vs APLD
+104.4%
-81.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.8% | -1.7% |
| 7D | -0.4% | +16.6% | -17.0% | -1.1% |
| 30D | -1.1% | -3.1% | +2.0% | -1.1% |
| 3M | +14.1% | -30.9% | +45.0% | +15.3% |
| 6M | +23.3% | +12.6% | +10.7% | +20.7% |
| YTD | +11.3% | +15.5% | -4.2% | +8.6% |
| 1Y | +23.0% | +103.5% | -80.5% | +24.4% |
| All | +23.0% | +104.4% | -81.4% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling