+528.8%
APP vs JBL
+370.8%
+158.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.6% | -0.8% | +1.9% |
| 7D | +79.2% | -5.2% | +84.3% | +81.4% |
| 30D | +48.0% | -17.5% | +65.5% | +61.4% |
| 3M | +18.2% | -26.0% | +44.2% | +34.3% |
| 6M | -12.5% | -28.9% | +16.4% | -0.6% |
| YTD | -39.2% | +10.8% | -50.0% | -49.0% |
| 1Y | -33.9% | +18.3% | -52.2% | -46.8% |
| 3Y | +933.3% | +102.2% | +831.1% | +450.3% |
| 5Y | +295.9% | +303.2% | -7.3% | +9.1% |
| All | +528.8% | +370.8% | +158.0% | +63.1% |
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 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