-26.3%
APH vs JBL
+52.3%
-78.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -48.7% |
| 7D | -48.7% | -0.5% | -48.2% | -48.9% |
| 30D | -51.9% | -8.3% | -43.7% | -50.2% |
| 3M | -43.6% | -16.9% | -26.7% | -38.6% |
| 6M | -37.5% | +21.8% | -59.3% | -46.3% |
| YTD | -38.6% | +36.3% | -74.9% | -50.3% |
| 1Y | -26.3% | +49.5% | -75.8% | -42.8% |
| All | -26.3% | +52.3% | -78.7% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling