+3,594.4%
ABT vs JBL
+42,879.2%
-39,284.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -3.1% | +4.4% | -7.5% | -3.4% |
| 30D | -2.1% | -8.4% | +6.3% | -1.7% |
| 3M | +17.4% | -14.2% | +31.6% | +18.2% |
| 6M | -2.4% | +29.6% | -32.0% | -4.6% |
| YTD | -14.2% | +37.1% | -51.3% | -16.6% |
| 1Y | -18.3% | +49.5% | -67.8% | -21.2% |
| 3Y | +11.5% | +192.7% | -181.2% | +1.7% |
| 5Y | -9.9% | +411.3% | -421.2% | -21.1% |
| 10Y | +204.4% | +1,447.6% | -1,243.2% | +146.8% |
| All | +3,594.4% | +42,879.2% | -39,284.8% | +2,724.3% |
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