+61.6%
AG vs JBL
+1,558.3%
-1,496.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.0% | -8.0% | -4.7% |
| 7D | -6.7% | +2.4% | -9.1% | -7.6% |
| 30D | +2.2% | -13.1% | +15.3% | +6.9% |
| 3M | +15.7% | -15.6% | +31.3% | +21.5% |
| 6M | -23.8% | +24.6% | -48.4% | -29.4% |
| YTD | +17.6% | +39.6% | -22.0% | +4.7% |
| 1Y | +88.6% | +48.6% | +40.0% | +64.4% |
| 3Y | +253.4% | +197.3% | +56.2% | +136.2% |
| 5Y | +62.4% | +413.0% | -350.6% | -10.8% |
| All | +61.6% | +1,558.3% | -1,496.7% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling