+1,283.5%
ADM vs JBL
+34,886.9%
-33,603.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.9% |
| 7D | +4.2% | +6.3% | -2.2% | +3.5% |
| 30D | -12.8% | -13.5% | +0.7% | -11.7% |
| 3M | -8.5% | -31.3% | +22.9% | -5.2% |
| 6M | -10.9% | -28.4% | +17.5% | -8.5% |
| YTD | +29.4% | +11.6% | +17.8% | +26.2% |
| 1Y | +27.5% | +26.1% | +1.4% | +22.7% |
| 3Y | +10.3% | +97.4% | -87.0% | -0.6% |
| 5Y | +27.4% | +301.0% | -273.6% | +5.4% |
| 10Y | +134.6% | +1,151.1% | -1,016.5% | +71.5% |
| All | +1,283.5% | +34,886.9% | -33,603.4% | +804.4% |
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