+38.6%
ALB vs JBL
+1,148.2%
-1,109.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.3% |
| 7D | -5.8% | +6.3% | -12.1% | -8.8% |
| 30D | -4.5% | -13.5% | +9.0% | +2.0% |
| 3M | -28.1% | -31.3% | +3.3% | -14.7% |
| 6M | -53.2% | -28.4% | -24.7% | -46.3% |
| YTD | -33.3% | +11.6% | -44.9% | -41.5% |
| 1Y | -17.4% | +26.1% | -43.6% | -32.4% |
| 3Y | -14.1% | +97.4% | -111.5% | -49.9% |
| 5Y | -64.0% | +301.0% | -365.0% | -86.5% |
| All | +38.6% | +1,148.2% | -1,109.6% | -67.2% |
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