+19,031.2%
ADI vs JBL
+42,879.2%
-23,848.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.4% | +4.4% | -2.0% | +1.0% |
| 30D | -6.6% | -8.4% | +1.9% | -4.0% |
| 3M | -9.8% | -14.2% | +4.4% | -5.4% |
| 6M | +15.7% | +29.6% | -13.9% | +5.5% |
| YTD | +35.1% | +37.1% | -2.0% | +20.3% |
| 1Y | +47.7% | +49.5% | -1.8% | +27.0% |
| 3Y | +114.5% | +192.7% | -78.2% | +43.6% |
| 5Y | +141.2% | +411.3% | -270.1% | +34.1% |
| 10Y | +611.3% | +1,447.6% | -836.3% | +172.1% |
| All | +19,031.2% | +42,879.2% | -23,848.0% | +4,621.1% |
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