+236.1%
ALNY vs JBL
+1,558.3%
-1,322.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.7% |
| 7D | -6.5% | +2.4% | -9.0% | -7.1% |
| 30D | +11.0% | -13.1% | +24.2% | +14.3% |
| 3M | -14.1% | -15.6% | +1.5% | -11.7% |
| 6M | -22.4% | +24.6% | -47.0% | -28.9% |
| YTD | -37.5% | +39.6% | -77.1% | -44.8% |
| 1Y | -46.9% | +48.6% | -95.5% | -54.3% |
| 3Y | +22.1% | +197.3% | -175.2% | -18.9% |
| 5Y | +31.2% | +413.0% | -381.8% | -29.2% |
| All | +236.1% | +1,558.3% | -1,322.2% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling