+16.0%
AA vs JBL
+20.8%
-4.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.8% | +7.6% | +4.5% |
| 7D | +0.9% | -11.1% | +12.0% | +5.1% |
| 30D | -6.4% | -14.1% | +7.6% | -1.5% |
| 3M | -13.0% | -23.9% | +11.0% | -4.8% |
| 6M | -34.6% | -24.1% | -10.5% | -28.9% |
| YTD | -23.0% | +13.5% | -36.5% | -31.2% |
| 1Y | +16.0% | +23.7% | -7.7% | -3.0% |
| All | +16.0% | +20.8% | -4.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling