+150.6%
JPM vs APLD
+264.5%
-113.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | 0.0% |
| 7D | +1.6% | +19.6% | -18.0% | +0.9% |
| 30D | +3.4% | -24.5% | +27.9% | +4.3% |
| 3M | -5.7% | -45.6% | +39.9% | -3.8% |
| 6M | +13.5% | -61.4% | +74.9% | +16.7% |
| YTD | +8.4% | -30.9% | +39.3% | +8.1% |
| 1Y | +9.1% | -35.8% | +44.9% | +8.7% |
| All | +150.6% | +264.5% | -113.9% | +122.8% |
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