+0.8%
APO vs JBL
+52.3%
-51.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -1.0% | +3.0% | -4.0% | -1.4% |
| 30D | +3.5% | -8.3% | +11.7% | +4.6% |
| 3M | +4.5% | -16.9% | +21.4% | +6.6% |
| 6M | +22.8% | +21.8% | +1.0% | +17.5% |
| YTD | -6.5% | +36.3% | -42.8% | -11.6% |
| 1Y | +0.8% | +49.5% | -48.7% | -7.3% |
| All | +0.8% | +52.3% | -51.5% | -7.3% |
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