+33.9%
AAPL vs JBL
+52.3%
-18.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.5% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +3.0% | -8.3% | +11.2% | +3.0% |
| 3M | +2.9% | -16.9% | +19.8% | +3.6% |
| 6M | +22.1% | +21.8% | +0.3% | +17.2% |
| YTD | +18.0% | +36.3% | -18.3% | +13.1% |
| 1Y | +33.9% | +49.5% | -15.6% | +27.2% |
| All | +33.9% | +52.3% | -18.4% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling