+117.1%
AA vs JBL
+1,478.7%
-1,361.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.0% | -3.0% |
| 7D | -5.4% | -1.0% | -4.4% | -4.7% |
| 30D | -10.7% | -15.1% | +4.4% | -1.3% |
| 3M | -26.2% | -14.0% | -12.1% | -20.2% |
| 6M | -20.9% | +20.6% | -41.6% | -33.3% |
| YTD | -8.6% | +32.9% | -41.5% | -28.5% |
| 1Y | +57.4% | +40.5% | +16.9% | +17.2% |
| 3Y | +77.8% | +183.7% | -105.9% | -26.8% |
| 5Y | +2.7% | +388.3% | -385.7% | -72.5% |
| All | +117.1% | +1,478.7% | -1,361.5% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling