+56.2%
AG vs JBL
+409.3%
-353.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.0% | -8.0% | -4.9% |
| 7D | -6.7% | +2.4% | -9.1% | -7.7% |
| 30D | +2.2% | -13.1% | +15.3% | +7.6% |
| 3M | +15.7% | -15.6% | +31.3% | +22.3% |
| 6M | -23.8% | +24.6% | -48.4% | -30.3% |
| YTD | +17.6% | +39.6% | -22.0% | +2.9% |
| 1Y | +88.6% | +48.6% | +40.0% | +61.1% |
| 3Y | +253.4% | +197.3% | +56.2% | +119.1% |
| All | +56.2% | +409.3% | -353.2% | -29.8% |
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 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