-62.5%
ALB vs JBL
+310.5%
-373.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.7% |
| 7D | +1.1% | +0.1% | +0.9% | +0.5% |
| 30D | -2.6% | -17.0% | +14.4% | +5.6% |
| 3M | -25.6% | -27.4% | +1.8% | -14.8% |
| 6M | -54.0% | -29.1% | -24.9% | -47.3% |
| YTD | -31.6% | +13.6% | -45.2% | -40.8% |
| 1Y | -6.6% | +22.8% | -29.3% | -22.8% |
| 3Y | -14.0% | +103.0% | -117.0% | -52.7% |
| 5Y | -62.5% | +307.4% | -369.9% | -88.6% |
| All | -62.5% | +310.5% | -373.0% | -88.6% |
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 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