+651.5%
ADI vs JBL
+1,558.3%
-906.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.0% | -0.2% | +2.3% |
| 7D | +4.6% | +2.4% | +2.1% | +3.3% |
| 30D | -1.2% | -13.1% | +11.9% | +5.8% |
| 3M | -7.8% | -15.6% | +7.8% | -0.4% |
| 6M | +19.3% | +24.6% | -5.2% | +5.3% |
| YTD | +40.9% | +39.6% | +1.3% | +16.2% |
| 1Y | +54.5% | +48.6% | +5.9% | +21.9% |
| 3Y | +123.4% | +197.3% | -73.8% | +14.3% |
| 5Y | +142.3% | +413.0% | -270.7% | -10.7% |
| All | +651.5% | +1,558.3% | -906.8% | +56.6% |
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