+411.3%
JBL vs APD
+26.2%
+385.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.0% |
| 7D | +4.4% | -2.5% | +6.9% | +5.4% |
| 30D | -8.4% | -1.9% | -6.6% | -8.0% |
| 3M | -14.2% | +8.2% | -22.4% | -17.3% |
| 6M | +29.6% | +10.7% | +18.9% | +23.5% |
| YTD | +37.1% | +22.9% | +14.2% | +24.5% |
| 1Y | +49.5% | +5.8% | +43.7% | +44.1% |
| 3Y | +192.7% | +7.8% | +184.9% | +175.2% |
| 5Y | +411.3% | +26.1% | +385.2% | +288.5% |
| All | +411.3% | +26.2% | +385.1% | +288.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling