+480.2%
APA vs JBL
+42,637.0%
-42,156.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | +0.5% | +3.0% | -2.5% | 0.0% |
| 30D | +23.4% | -8.3% | +31.7% | +24.9% |
| 3M | +12.7% | -16.9% | +29.6% | +15.3% |
| 6M | +39.4% | +21.8% | +17.7% | +32.1% |
| YTD | +79.0% | +36.3% | +42.6% | +65.8% |
| 1Y | +88.8% | +49.5% | +39.3% | +71.4% |
| 3Y | +6.4% | +170.6% | -164.3% | -14.3% |
| 5Y | +153.0% | +408.4% | -255.4% | +83.5% |
| 10Y | +7.5% | +1,450.4% | -1,442.8% | -31.5% |
| All | +480.2% | +42,637.0% | -42,156.9% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling