+107.2%
APA vs JBL
+20.8%
+86.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.0% | -7.3% |
| 7D | -13.0% | -11.1% | -1.8% | -14.1% |
| 30D | +2.0% | -14.1% | +16.1% | +0.3% |
| 3M | +24.9% | -23.9% | +48.8% | +21.0% |
| 6M | +7.2% | -24.1% | +31.3% | +5.8% |
| YTD | +87.1% | +13.5% | +73.6% | +86.2% |
| 1Y | +107.2% | +23.7% | +83.4% | +110.1% |
| All | +107.2% | +20.8% | +86.4% | +110.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling