-41.3%
ALNY vs JBL
+52.3%
-93.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.7% |
| 7D | +12.2% | +3.0% | +9.2% | +12.5% |
| 30D | +16.3% | -8.3% | +24.6% | +15.5% |
| 3M | -12.4% | -16.9% | +4.5% | -10.9% |
| 6M | -18.7% | +21.8% | -40.5% | -20.6% |
| YTD | -33.1% | +36.3% | -69.4% | -35.1% |
| 1Y | -41.3% | +49.5% | -90.8% | -43.4% |
| All | -41.3% | +52.3% | -93.7% | -43.4% |
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