+18.5%
ADM vs JBL
+189.9%
-171.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.1% | +4.4% | -4.5% | -0.2% |
| 30D | +11.0% | -8.4% | +19.5% | +11.3% |
| 3M | +6.0% | -14.2% | +20.2% | +6.5% |
| 6M | +26.9% | +29.6% | -2.7% | +24.7% |
| YTD | +50.0% | +37.1% | +12.9% | +46.9% |
| 1Y | +39.6% | +49.5% | -9.9% | +35.8% |
| 3Y | +18.5% | +192.7% | -174.1% | +7.8% |
| All | +18.5% | +189.9% | -171.3% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling