-45.3%
APP vs JBL
+49.3%
-94.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.4% | +4.0% | -8.4% | -5.7% |
| 30D | -10.0% | -7.5% | -2.5% | -8.2% |
| 3M | -41.4% | -14.1% | -27.4% | -39.0% |
| 6M | -41.0% | +25.9% | -66.9% | -53.0% |
| YTD | -54.7% | +36.7% | -91.4% | -65.0% |
| 1Y | -45.3% | +49.0% | -94.3% | -59.8% |
| All | -45.3% | +49.3% | -94.6% | -59.8% |
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