+1,804.4%
APO vs JBL
+1,582.6%
+221.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | -1.0% | +3.0% | -4.0% | -2.3% |
| 30D | +3.5% | -8.3% | +11.7% | +6.9% |
| 3M | +4.5% | -16.9% | +21.4% | +11.4% |
| 6M | +22.8% | +21.8% | +1.0% | +8.6% |
| YTD | -6.5% | +36.3% | -42.8% | -22.0% |
| 1Y | +0.8% | +49.5% | -48.7% | -20.3% |
| 3Y | +62.0% | +170.6% | -108.7% | -7.2% |
| 5Y | +138.2% | +408.4% | -270.1% | +1.2% |
| 10Y | +940.3% | +1,450.4% | -510.1% | +170.2% |
| All | +1,804.4% | +1,582.6% | +221.8% | +340.1% |
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