+222.1%
AA vs JBL
+34,886.9%
-34,664.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +0.5% | +6.3% | -5.8% | -1.0% |
| 30D | -0.6% | -13.5% | +12.9% | +2.9% |
| 3M | -19.7% | -31.3% | +11.7% | -12.4% |
| 6M | -41.6% | -28.4% | -13.1% | -37.1% |
| YTD | -24.6% | +11.6% | -36.2% | -27.7% |
| 1Y | +4.9% | +26.1% | -21.3% | -2.3% |
| 3Y | +66.8% | +97.4% | -30.5% | +38.1% |
| 5Y | -19.4% | +301.0% | -320.4% | -43.0% |
| 10Y | +43.1% | +1,151.1% | -1,108.0% | -18.3% |
| All | +222.1% | +34,886.9% | -34,664.9% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling