+892.4%
APP vs JBL
+87.5%
+805.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.2% | +8.7% | +9.4% |
| 7D | +71.2% | -12.3% | +83.5% | +78.4% |
| 30D | +39.1% | -20.2% | +59.2% | +50.8% |
| 3M | +16.5% | -30.6% | +47.2% | +32.7% |
| 6M | -16.6% | -35.8% | +19.2% | -3.3% |
| YTD | -41.9% | +4.9% | -46.9% | -49.3% |
| 1Y | -37.0% | +11.3% | -48.3% | -46.8% |
| 3Y | +892.4% | +89.1% | +803.3% | +519.4% |
| All | +892.4% | +87.5% | +805.0% | +519.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling