+282.2%
APH vs JBL
+270.2%
+12.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +3.0% | +3.6% |
| 7D | -5.9% | -12.3% | +6.4% | +0.5% |
| 30D | -14.8% | -20.2% | +5.4% | -4.9% |
| 3M | -12.4% | -30.6% | +18.2% | +3.9% |
| 6M | +8.1% | -35.8% | +43.8% | +32.0% |
| YTD | +10.9% | +4.9% | +6.0% | +7.0% |
| 1Y | +8.8% | +11.3% | -2.5% | +2.1% |
| 3Y | +262.1% | +89.1% | +173.0% | +155.1% |
| All | +282.2% | +270.2% | +12.0% | +73.9% |
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 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