+500.0%
APP vs JBL
+345.7%
+154.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.2% | +8.7% | +9.3% |
| 7D | +71.2% | -12.3% | +83.5% | +80.5% |
| 30D | +39.1% | -20.2% | +59.2% | +54.0% |
| 3M | +16.5% | -30.6% | +47.2% | +36.8% |
| 6M | -16.6% | -35.8% | +19.2% | -0.2% |
| YTD | -41.9% | +4.9% | -46.9% | -50.0% |
| 1Y | -37.0% | +11.3% | -48.3% | -47.7% |
| 3Y | +892.4% | +89.1% | +803.3% | +448.1% |
| 5Y | +297.3% | +272.1% | +25.2% | +13.4% |
| All | +500.0% | +345.7% | +154.3% | +60.0% |
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