-62.0%
ALNY vs JBL
+20.8%
-82.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.6% | +0.4% |
| 7D | -30.7% | -11.1% | -19.6% | -31.3% |
| 30D | -26.7% | -14.1% | -12.7% | -27.5% |
| 3M | -26.4% | -23.9% | -2.5% | -28.0% |
| 6M | -45.9% | -24.1% | -21.8% | -46.1% |
| YTD | -59.5% | +13.5% | -73.0% | -61.1% |
| 1Y | -62.0% | +23.7% | -85.7% | -63.4% |
| All | -62.0% | +20.8% | -82.8% | -63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling