+197.1%
ABT vs JBL
+1,558.3%
-1,361.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -2.1% |
| 7D | -5.9% | +2.4% | -8.3% | -6.2% |
| 30D | -8.1% | -13.1% | +5.0% | -6.3% |
| 3M | +14.5% | -15.6% | +30.1% | +16.7% |
| 6M | -6.3% | +24.6% | -30.9% | -11.5% |
| YTD | -17.1% | +39.6% | -56.7% | -23.6% |
| 1Y | -21.4% | +48.6% | -70.0% | -28.8% |
| 3Y | +5.9% | +197.3% | -191.3% | -20.7% |
| 5Y | -12.8% | +413.0% | -425.7% | -44.7% |
| All | +197.1% | +1,558.3% | -1,361.2% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling