+41,936.4%
JBL vs APD
+3,066.7%
+38,869.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | +3.0% | -2.2% | +5.2% | +4.2% |
| 30D | -8.3% | +2.1% | -10.4% | -9.5% |
| 3M | -16.9% | +7.2% | -24.1% | -20.5% |
| 6M | +21.8% | +11.2% | +10.5% | +14.0% |
| YTD | +36.3% | +24.4% | +11.9% | +19.6% |
| 1Y | +49.5% | +6.7% | +42.8% | +40.6% |
| 3Y | +170.6% | +9.2% | +161.4% | +143.0% |
| 5Y | +408.4% | +27.4% | +381.0% | +315.1% |
| 10Y | +1,450.4% | +164.8% | +1,285.6% | +752.0% |
| All | +41,936.4% | +3,066.7% | +38,869.7% | +9,149.3% |
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