+303.9%
AA vs JBL
+42,637.0%
-42,333.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | -0.7% | +3.0% | -3.7% | -1.5% |
| 30D | +5.0% | -8.3% | +13.2% | +7.0% |
| 3M | -35.8% | -16.9% | -18.9% | -33.1% |
| 6M | -18.4% | +21.8% | -40.2% | -22.9% |
| YTD | -5.5% | +36.3% | -41.8% | -13.2% |
| 1Y | +61.0% | +49.5% | +11.5% | +44.3% |
| 3Y | +66.2% | +170.6% | -104.4% | +28.0% |
| 5Y | +11.4% | +408.4% | -397.0% | -25.3% |
| 10Y | +116.9% | +1,450.4% | -1,333.5% | +18.1% |
| All | +303.9% | +42,637.0% | -42,333.1% | +65.9% |
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