-55.4%
APP vs JBL
+20.8%
-76.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.8% | +15.5% | +12.0% |
| 7D | +4.5% | -11.1% | +15.7% | +8.1% |
| 30D | -3.6% | -14.1% | +10.5% | +0.5% |
| 3M | -35.3% | -23.9% | -11.3% | -30.7% |
| 6M | -42.8% | -24.1% | -18.7% | -41.0% |
| YTD | -59.7% | +13.5% | -73.1% | -68.1% |
| 1Y | -55.4% | +23.7% | -79.1% | -67.1% |
| All | -55.4% | +20.8% | -76.2% | -67.1% |
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 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