+20.6%
ABNB vs JBL
+714.0%
-693.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.3% |
| 7D | -4.4% | +4.4% | -8.8% | -6.1% |
| 30D | -2.0% | -8.4% | +6.5% | +0.8% |
| 3M | +29.8% | -14.2% | +44.0% | +35.1% |
| 6M | +31.0% | +29.6% | +1.4% | +10.0% |
| YTD | +28.6% | +37.1% | -8.5% | +3.9% |
| 1Y | +40.1% | +49.5% | -9.4% | +6.5% |
| 3Y | +19.7% | +192.7% | -173.0% | -44.0% |
| 5Y | +6.5% | +411.3% | -404.9% | -68.4% |
| All | +20.6% | +714.0% | -693.4% | -67.7% |
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