+33.4%
AG vs JBL
+20.8%
+12.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.8% | +14.0% | +11.5% |
| 7D | -2.6% | -11.1% | +8.5% | +3.0% |
| 30D | -12.1% | -14.1% | +2.0% | -5.5% |
| 3M | -6.6% | -23.9% | +17.3% | +5.5% |
| 6M | -20.5% | -24.1% | +3.6% | -11.2% |
| YTD | -7.4% | +13.5% | -20.9% | -13.5% |
| 1Y | +33.4% | +23.7% | +9.7% | +20.6% |
| All | +33.4% | +20.8% | +12.6% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling