+3,435.9%
ALNY vs JBL
+1,288.7%
+2,147.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.2% |
| 7D | -6.4% | -1.0% | -5.4% | -6.1% |
| 30D | +11.9% | -15.1% | +27.0% | +17.1% |
| 3M | -15.0% | -14.0% | -1.0% | -13.0% |
| 6M | -23.2% | +20.6% | -43.8% | -30.3% |
| YTD | -37.8% | +32.9% | -70.7% | -45.6% |
| 1Y | -47.3% | +40.5% | -87.8% | -55.1% |
| 3Y | +22.9% | +183.7% | -160.9% | -21.8% |
| 5Y | +30.6% | +388.3% | -357.8% | -32.3% |
| 10Y | +254.6% | +1,464.9% | -1,210.3% | +13.9% |
| All | +3,435.9% | +1,288.7% | +2,147.2% | +821.8% |
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