+365.7%
ALAB vs JBL
+149.7%
+216.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.5% |
| 7D | +3.2% | +4.4% | -1.2% | -1.4% |
| 30D | -13.6% | -8.4% | -5.1% | -5.7% |
| 3M | -16.6% | -14.2% | -2.4% | -0.1% |
| 6M | +142.3% | +29.6% | +112.7% | +92.1% |
| YTD | +73.6% | +37.1% | +36.6% | +30.7% |
| 1Y | +33.7% | +49.5% | -15.8% | -7.6% |
| All | +365.7% | +149.7% | +216.0% | +106.3% |
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 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