+34,084.6%
JBL vs APD
+3,169.8%
+30,914.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +4.6% |
| 7D | -5.2% | -1.6% | -3.6% | -4.4% |
| 30D | -17.5% | +10.6% | -28.1% | -21.9% |
| 3M | -26.0% | +2.5% | -28.5% | -27.3% |
| 6M | -28.9% | +6.0% | -34.8% | -31.7% |
| YTD | +10.8% | +28.4% | -17.6% | -4.6% |
| 1Y | +18.3% | +22.2% | -3.8% | +3.9% |
| 3Y | +102.2% | +26.6% | +75.6% | +68.6% |
| 5Y | +303.2% | +11.8% | +291.5% | +252.9% |
| 10Y | +1,152.0% | +187.8% | +964.3% | +557.5% |
| All | +34,084.6% | +3,169.8% | +30,914.8% | +7,279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling