+67.1%
ADM vs JBL
+410.1%
-343.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +1.4% | +4.0% | -2.6% | +0.9% |
| 30D | +8.2% | -7.5% | +15.7% | +9.0% |
| 3M | +8.7% | -14.1% | +22.8% | +10.2% |
| 6M | +29.1% | +25.9% | +3.2% | +23.8% |
| YTD | +53.7% | +36.7% | +17.0% | +45.3% |
| 1Y | +43.2% | +49.0% | -5.8% | +33.0% |
| 3Y | +21.4% | +191.8% | -170.4% | -5.5% |
| 5Y | +67.1% | +409.8% | -342.7% | +7.7% |
| All | +67.1% | +410.1% | -343.0% | +7.7% |
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