+45.7%
APA vs JBL
+104.6%
-58.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +9.6% | +10.0% | -0.4% | +7.8% |
| 30D | -0.2% | -18.2% | +18.0% | +3.0% |
| 3M | +19.8% | -29.0% | +48.8% | +26.3% |
| 6M | +30.1% | -25.9% | +55.9% | +34.9% |
| YTD | +100.4% | +14.1% | +86.3% | +79.9% |
| 1Y | +105.2% | +21.7% | +83.5% | +79.6% |
| All | +45.7% | +104.6% | -58.9% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling