+1,041.3%
APH vs JBL
+1,439.8%
-398.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +0.2% | +4.4% | -4.2% | -1.8% |
| 30D | -3.3% | -8.4% | +5.1% | +0.5% |
| 3M | +14.0% | -14.2% | +28.2% | +21.7% |
| 6M | +24.4% | +29.6% | -5.2% | +8.7% |
| YTD | +21.4% | +37.1% | -15.7% | +3.4% |
| 1Y | +48.9% | +49.5% | -0.6% | +21.3% |
| 3Y | +290.1% | +192.7% | +97.4% | +121.2% |
| 5Y | +352.8% | +411.3% | -58.5% | +91.7% |
| 10Y | +1,041.3% | +1,447.6% | -406.3% | +207.4% |
| All | +1,041.3% | +1,439.8% | -398.5% | +207.4% |
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