+1,173.9%
JBL vs APD
+187.5%
+986.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.9% |
| 30D | -17.0% | +11.0% | -28.1% | -21.5% |
| 3M | -27.4% | +2.6% | -30.0% | -28.6% |
| 6M | -29.1% | +4.8% | -33.9% | -31.5% |
| YTD | +13.6% | +31.0% | -17.4% | -3.7% |
| 1Y | +22.8% | +23.4% | -0.6% | +6.9% |
| 3Y | +103.0% | +28.4% | +74.7% | +66.0% |
| 5Y | +307.4% | +15.2% | +292.2% | +246.0% |
| 10Y | +1,173.9% | +190.7% | +983.2% | +516.2% |
| All | +1,173.9% | +187.5% | +986.4% | +516.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling