-26.4%
ALB vs JBL
+189.9%
-216.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -4.4% | +4.4% | -8.8% | -6.2% |
| 30D | -1.2% | -8.4% | +7.3% | +1.7% |
| 3M | -13.3% | -14.2% | +0.9% | -8.7% |
| 6M | -19.8% | +29.6% | -49.4% | -30.3% |
| YTD | -7.9% | +37.1% | -45.0% | -22.3% |
| 1Y | +60.2% | +49.5% | +10.7% | +29.0% |
| 3Y | -26.4% | +192.7% | -219.1% | -60.0% |
| All | -26.4% | +189.9% | -216.3% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling