+2,885.9%
ALB vs JBL
+44,110.7%
-41,224.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -6.0% | -4.8% |
| 7D | -8.1% | +3.0% | -11.1% | -8.7% |
| 30D | +6.3% | -8.3% | +14.5% | +7.9% |
| 3M | -23.6% | -16.9% | -6.7% | -20.9% |
| 6M | -24.6% | +21.8% | -46.4% | -28.3% |
| YTD | -10.3% | +36.3% | -46.6% | -16.8% |
| 1Y | +61.5% | +49.5% | +12.0% | +46.5% |
| 3Y | -34.0% | +170.6% | -204.6% | -47.8% |
| 5Y | -44.6% | +408.4% | -453.0% | -61.2% |
| 10Y | +76.1% | +1,450.4% | -1,374.3% | +0.6% |
| All | +2,885.9% | +44,110.7% | -41,224.9% | +1,293.8% |
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