+358.7%
ALAB vs JBL
+142.0%
+216.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.6% | -2.4% |
| 7D | +0.6% | -1.0% | +1.6% | +1.9% |
| 30D | -8.8% | -15.1% | +6.3% | +8.4% |
| 3M | -14.0% | -14.0% | 0.0% | +3.1% |
| 6M | +144.3% | +20.6% | +123.7% | +108.9% |
| YTD | +71.0% | +32.9% | +38.1% | +33.2% |
| 1Y | +23.5% | +40.5% | -17.0% | -9.1% |
| All | +358.7% | +142.0% | +216.7% | +110.2% |
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