+138.3%
ADI vs JBL
+409.3%
-271.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.0% | -0.2% | +2.5% |
| 7D | +4.6% | +2.4% | +2.1% | +3.4% |
| 30D | -1.2% | -13.1% | +11.9% | +5.3% |
| 3M | -7.8% | -15.6% | +7.8% | -0.8% |
| 6M | +19.3% | +24.6% | -5.2% | +6.4% |
| YTD | +40.9% | +39.6% | +1.3% | +18.0% |
| 1Y | +54.5% | +48.6% | +5.9% | +24.1% |
| 3Y | +123.4% | +197.3% | -73.8% | +16.9% |
| All | +138.3% | +409.3% | -271.1% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling