+86.6%
AA vs JBL
+190.1%
-103.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.3% |
| 7D | +1.7% | +4.4% | -2.8% | -0.4% |
| 30D | +3.3% | -8.4% | +11.8% | +7.2% |
| 3M | -29.4% | -14.2% | -15.2% | -25.1% |
| 6M | -12.8% | +29.6% | -42.4% | -25.3% |
| YTD | -2.1% | +37.1% | -39.2% | -18.8% |
| 1Y | +62.8% | +49.5% | +13.3% | +28.2% |
| All | +86.6% | +190.1% | -103.5% | -3.2% |
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 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