-45.1%
ALB vs JBL
+410.1%
-455.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -8.6% | +4.0% | -12.6% | -10.5% |
| 30D | -4.0% | -7.5% | +3.4% | -1.1% |
| 3M | -17.4% | -14.1% | -3.3% | -12.1% |
| 6M | -25.4% | +25.9% | -51.3% | -36.6% |
| YTD | -10.5% | +36.7% | -47.2% | -27.8% |
| 1Y | +75.8% | +49.0% | +26.8% | +33.8% |
| 3Y | -28.5% | +191.8% | -220.3% | -67.8% |
| 5Y | -45.1% | +409.8% | -454.9% | -84.4% |
| All | -45.1% | +410.1% | -455.2% | -84.4% |
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