+391.7%
APP vs JBL
+479.0%
-87.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.4% |
| 7D | +0.9% | +3.0% | -2.1% | -0.9% |
| 30D | -23.3% | -8.3% | -15.0% | -20.5% |
| 3M | -42.6% | -16.9% | -25.7% | -37.8% |
| 6M | -33.6% | +21.8% | -55.4% | -45.2% |
| YTD | -52.4% | +36.3% | -88.7% | -63.4% |
| 1Y | -35.9% | +49.5% | -85.4% | -53.8% |
| 3Y | +642.2% | +170.6% | +471.6% | +235.5% |
| 5Y | +311.1% | +408.4% | -97.3% | +3.2% |
| All | +391.7% | +479.0% | -87.3% | +17.2% |
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