+175.6%
APA vs JBL
+410.1%
-234.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +0.3% | +4.0% | -3.7% | -0.9% |
| 30D | +9.3% | -7.5% | +16.8% | +11.3% |
| 3M | +23.3% | -14.1% | +37.4% | +27.1% |
| 6M | +39.5% | +25.9% | +13.6% | +21.7% |
| YTD | +87.6% | +36.7% | +51.0% | +56.6% |
| 1Y | +114.2% | +49.0% | +65.2% | +69.8% |
| 3Y | +13.6% | +191.8% | -178.2% | -39.3% |
| 5Y | +175.6% | +409.8% | -234.2% | -0.6% |
| All | +175.6% | +410.1% | -234.5% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling