+378.5%
APP vs JBL
+482.2%
-103.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -3.0% |
| 7D | +0.1% | +4.4% | -4.3% | -2.4% |
| 30D | -10.0% | -8.4% | -1.6% | -6.4% |
| 3M | -44.6% | -14.2% | -30.5% | -41.0% |
| 6M | -37.9% | +29.6% | -67.5% | -50.7% |
| YTD | -53.7% | +37.1% | -90.8% | -64.5% |
| 1Y | -43.0% | +49.5% | -92.5% | -58.9% |
| 3Y | +640.8% | +192.7% | +448.1% | +213.8% |
| 5Y | +358.8% | +411.3% | -52.5% | +14.7% |
| All | +378.5% | +482.2% | -103.7% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling