+6.1%
APA vs JBL
+1,148.2%
-1,142.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.8% |
| 7D | +8.5% | +6.3% | +2.2% | +4.9% |
| 30D | +2.8% | -13.5% | +16.3% | +10.2% |
| 3M | +21.7% | -31.3% | +53.0% | +45.1% |
| 6M | +32.6% | -28.4% | +61.1% | +49.4% |
| YTD | +103.7% | +11.6% | +92.1% | +67.0% |
| 1Y | +101.8% | +26.1% | +75.7% | +52.3% |
| 3Y | +48.1% | +97.4% | -49.3% | -25.8% |
| 5Y | +91.9% | +301.0% | -209.1% | -48.6% |
| All | +6.1% | +1,148.2% | -1,142.1% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling