+66.8%
AA vs JBL
+100.1%
-33.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.8% |
| 7D | +0.5% | +6.3% | -5.8% | -2.2% |
| 30D | -0.6% | -13.5% | +12.9% | +5.7% |
| 3M | -19.7% | -31.3% | +11.7% | -6.0% |
| 6M | -41.6% | -28.4% | -13.1% | -33.4% |
| YTD | -24.6% | +11.6% | -36.2% | -32.3% |
| 1Y | +4.9% | +26.1% | -21.3% | -11.6% |
| 3Y | +66.8% | +97.4% | -30.5% | -0.8% |
| All | +66.8% | +100.1% | -33.3% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling