+132.1%
APO vs JBL
+390.6%
-258.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -1.2% |
| 7D | -4.9% | -1.0% | -3.9% | -4.5% |
| 30D | -8.4% | -15.1% | +6.6% | -2.3% |
| 3M | -2.1% | -14.0% | +12.0% | +2.9% |
| 6M | +19.2% | +20.6% | -1.4% | +4.9% |
| YTD | -10.5% | +32.9% | -43.4% | -25.6% |
| 1Y | -2.7% | +40.5% | -43.2% | -22.4% |
| 3Y | +52.5% | +183.7% | -131.3% | -23.0% |
| 5Y | +132.1% | +388.3% | -256.3% | -24.4% |
| All | +132.1% | +390.6% | -258.5% | -24.4% |
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 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