+2,176.8%
ALB vs JBL
+36,753.9%
-34,577.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.3% |
| 7D | +1.1% | +0.1% | +0.9% | +0.8% |
| 30D | -2.6% | -17.0% | +14.4% | +1.0% |
| 3M | -25.6% | -27.4% | +1.8% | -21.0% |
| 6M | -54.0% | -29.1% | -24.9% | -51.1% |
| YTD | -31.6% | +13.6% | -45.2% | -34.5% |
| 1Y | -6.6% | +22.8% | -29.3% | -12.1% |
| 3Y | -14.0% | +103.0% | -117.0% | -28.2% |
| 5Y | -62.5% | +307.4% | -369.9% | -72.7% |
| 10Y | +36.3% | +1,173.9% | -1,137.6% | -19.3% |
| All | +2,176.8% | +36,753.9% | -34,577.0% | +997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling