+23.5%
ALAB vs JBL
+44.8%
-21.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.6% | -2.2% |
| 7D | +0.6% | -1.0% | +1.6% | +1.9% |
| 30D | -8.8% | -15.1% | +6.3% | +9.5% |
| 3M | -14.0% | -14.0% | 0.0% | +3.3% |
| 6M | +144.3% | +20.6% | +123.7% | +107.8% |
| YTD | +71.0% | +32.9% | +38.1% | +32.5% |
| 1Y | +23.5% | +40.5% | -17.0% | -7.3% |
| All | +23.5% | +44.8% | -21.3% | -7.3% |
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 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