+955.2%
APH vs JBL
+1,127.6%
-172.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.4% |
| 7D | -5.0% | -8.1% | +3.0% | -0.9% |
| 30D | -8.4% | -18.4% | +10.1% | +1.2% |
| 3M | -4.5% | -25.8% | +21.3% | +9.6% |
| 6M | +25.3% | -29.6% | +54.9% | +46.5% |
| YTD | +18.9% | +9.6% | +9.3% | +12.4% |
| 1Y | +11.9% | +14.1% | -2.1% | +3.8% |
| 3Y | +278.0% | +95.9% | +182.1% | +161.2% |
| 5Y | +306.4% | +298.3% | +8.1% | +93.1% |
| 10Y | +955.2% | +1,150.1% | -194.9% | +225.9% |
| All | +955.2% | +1,127.6% | -172.4% | +225.9% |
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