+1,509.2%
JBL vs APD
+162.9%
+1,346.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +4.0% | -4.6% | +8.6% | +6.5% |
| 30D | -7.5% | -4.2% | -3.3% | -5.6% |
| 3M | -14.1% | +5.0% | -19.0% | -17.0% |
| 6M | +25.9% | +8.9% | +16.9% | +18.9% |
| YTD | +36.7% | +21.9% | +14.8% | +20.5% |
| 1Y | +49.0% | +5.6% | +43.4% | +40.9% |
| 3Y | +191.8% | +6.9% | +184.9% | +164.3% |
| 5Y | +409.8% | +25.3% | +384.4% | +304.6% |
| 10Y | +1,509.2% | +169.1% | +1,340.2% | +714.4% |
| All | +1,509.2% | +162.9% | +1,346.3% | +714.4% |
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