+71,069.3%
APH vs JBL
+42,637.0%
+28,432.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -48.2% |
| 7D | -48.7% | -0.5% | -48.2% | -48.8% |
| 30D | -51.9% | -8.3% | -43.7% | -51.1% |
| 3M | -43.6% | -16.9% | -26.7% | -41.2% |
| 6M | -37.5% | +21.8% | -59.3% | -41.0% |
| YTD | -38.6% | +36.3% | -74.9% | -43.5% |
| 1Y | -26.3% | +49.5% | -75.8% | -33.8% |
| 3Y | +89.2% | +170.6% | -81.4% | +44.4% |
| 5Y | +119.8% | +408.4% | -288.6% | +43.8% |
| 10Y | +454.3% | +1,450.4% | -996.1% | +175.7% |
| All | +71,069.3% | +42,637.0% | +28,432.3% | +25,442.1% |
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