+88.8%
APA vs JBL
+52.3%
+36.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.0% |
| 7D | +0.5% | +3.0% | -2.5% | +0.9% |
| 30D | +23.4% | -8.3% | +31.7% | +22.4% |
| 3M | +12.7% | -16.9% | +29.6% | +11.8% |
| 6M | +39.4% | +21.8% | +17.7% | +38.9% |
| YTD | +79.0% | +36.3% | +42.6% | +74.8% |
| 1Y | +88.8% | +49.5% | +39.3% | +78.5% |
| All | +88.8% | +52.3% | +36.5% | +78.5% |
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