+35,086.2%
JBL vs APD
+3,245.4%
+31,840.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +10.0% | +2.2% | +7.8% | +8.8% |
| 30D | -18.2% | +9.4% | -27.6% | -22.1% |
| 3M | -29.0% | +4.7% | -33.7% | -30.9% |
| 6M | -25.9% | +5.5% | -31.3% | -28.6% |
| YTD | +14.1% | +31.4% | -17.3% | -2.9% |
| 1Y | +21.7% | +24.1% | -2.5% | +6.1% |
| 3Y | +103.8% | +28.8% | +75.1% | +68.5% |
| 5Y | +310.0% | +15.8% | +294.2% | +252.5% |
| 10Y | +1,179.2% | +191.6% | +987.6% | +567.7% |
| All | +35,086.2% | +3,245.4% | +31,840.8% | +7,408.8% |
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