-11.9%
ALB vs JBL
+103.8%
-115.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.2% |
| 7D | +1.1% | +0.1% | +0.9% | +0.6% |
| 30D | -2.6% | -17.0% | +14.4% | +3.8% |
| 3M | -25.6% | -27.4% | +1.8% | -17.1% |
| 6M | -54.0% | -29.1% | -24.9% | -48.7% |
| YTD | -31.6% | +13.6% | -45.2% | -38.7% |
| 1Y | -6.6% | +22.8% | -29.3% | -19.2% |
| All | -11.9% | +103.8% | -115.7% | -45.6% |
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