+191.0%
JBL vs APD
+11.3%
+179.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +3.0% | -2.2% | +5.2% | +3.6% |
| 30D | -8.3% | +2.1% | -10.4% | -8.8% |
| 3M | -16.9% | +7.2% | -24.1% | -18.7% |
| 6M | +21.8% | +11.2% | +10.5% | +17.8% |
| YTD | +36.3% | +24.4% | +11.9% | +27.4% |
| 1Y | +49.5% | +6.7% | +42.8% | +46.5% |
| All | +191.0% | +11.3% | +179.7% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling