+74.0%
ALB vs JBL
+1,558.3%
-1,484.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.5% | -6.1% |
| 7D | -6.6% | +2.4% | -9.0% | -8.0% |
| 30D | -8.1% | -13.1% | +5.0% | -1.9% |
| 3M | -25.7% | -15.6% | -10.1% | -20.2% |
| 6M | -29.5% | +24.6% | -54.0% | -39.7% |
| YTD | -16.2% | +39.6% | -55.8% | -33.2% |
| 1Y | +59.2% | +48.6% | +10.6% | +21.5% |
| 3Y | -33.7% | +197.3% | -231.0% | -68.7% |
| 5Y | -48.1% | +413.0% | -461.1% | -82.5% |
| All | +74.0% | +1,558.3% | -1,484.3% | -63.9% |
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