+439.9%
AG vs JBL
+1,324.7%
-884.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +4.5% | +4.4% | +0.1% | +3.1% |
| 30D | +12.9% | -8.4% | +21.3% | +15.6% |
| 3M | +20.9% | -14.2% | +35.1% | +25.9% |
| 6M | -19.5% | +29.6% | -49.1% | -25.8% |
| YTD | +24.8% | +37.1% | -12.3% | +12.9% |
| 1Y | +120.2% | +49.5% | +70.7% | +94.2% |
| 3Y | +279.0% | +192.7% | +86.3% | +163.6% |
| 5Y | +67.9% | +411.3% | -343.4% | -2.2% |
| 10Y | +57.5% | +1,447.6% | -1,390.1% | -36.9% |
| All | +439.9% | +1,324.7% | -884.8% | +68.3% |
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