+124.8%
AAPL vs JBL
+390.6%
-265.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.3% | +4.3% |
| 7D | -0.5% | -1.0% | +0.5% | -0.3% |
| 30D | +7.1% | -15.1% | +22.2% | +11.2% |
| 3M | +12.1% | -14.0% | +26.1% | +14.9% |
| 6M | +25.4% | +20.6% | +4.8% | +14.7% |
| YTD | +20.5% | +32.9% | -12.4% | +6.3% |
| 1Y | +44.5% | +40.5% | +4.0% | +24.0% |
| 3Y | +85.8% | +183.7% | -98.0% | +13.9% |
| 5Y | +124.8% | +388.3% | -263.6% | -2.4% |
| All | +124.8% | +390.6% | -265.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling