+2,119.0%
ALB vs JBL
+36,093.4%
-33,974.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -5.8% | +6.3% | -12.1% | -7.0% |
| 30D | -4.5% | -13.5% | +9.0% | -1.8% |
| 3M | -28.1% | -31.3% | +3.3% | -22.8% |
| 6M | -53.2% | -28.4% | -24.7% | -50.3% |
| YTD | -33.3% | +11.6% | -44.9% | -35.9% |
| 1Y | -17.4% | +26.1% | -43.6% | -22.7% |
| 3Y | -14.1% | +97.4% | -111.5% | -27.9% |
| 5Y | -64.0% | +301.0% | -365.0% | -73.7% |
| 10Y | +32.8% | +1,151.1% | -1,118.3% | -21.1% |
| All | +2,119.0% | +36,093.4% | -33,974.4% | +974.0% |
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