-4.1%
APA vs JBL
+1,478.7%
-1,482.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.8% |
| 7D | +0.8% | -1.0% | +1.8% | +1.3% |
| 30D | +9.6% | -15.1% | +24.7% | +18.7% |
| 3M | +18.0% | -14.0% | +32.1% | +23.7% |
| 6M | +41.9% | +20.6% | +21.3% | +16.6% |
| YTD | +86.3% | +32.9% | +53.4% | +41.8% |
| 1Y | +97.9% | +40.5% | +57.3% | +42.0% |
| 3Y | +12.8% | +183.7% | -171.0% | -55.7% |
| 5Y | +177.2% | +388.3% | -211.1% | -31.9% |
| All | -4.1% | +1,478.7% | -1,482.8% | -87.6% |
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