+303.2%
JBL vs APD
+12.1%
+291.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +4.9% |
| 7D | -5.2% | -1.6% | -3.6% | -4.6% |
| 30D | -17.5% | +10.6% | -28.1% | -20.6% |
| 3M | -26.0% | +2.5% | -28.5% | -26.9% |
| 6M | -28.9% | +6.0% | -34.8% | -30.9% |
| YTD | +10.8% | +28.4% | -17.6% | -1.1% |
| 1Y | +18.3% | +22.2% | -3.8% | +7.3% |
| 3Y | +102.2% | +26.6% | +75.6% | +76.2% |
| 5Y | +303.2% | +11.8% | +291.5% | +247.4% |
| All | +303.2% | +12.1% | +291.1% | +247.4% |
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 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