+46.1%
ASML vs JBL
+20.8%
+25.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -0.5% |
| 7D | -10.0% | -11.1% | +1.1% | -2.8% |
| 30D | -19.4% | -14.1% | -5.4% | -11.4% |
| 3M | -12.5% | -23.9% | +11.5% | +3.3% |
| 6M | +8.2% | -24.1% | +32.3% | +28.0% |
| YTD | +40.7% | +13.5% | +27.2% | +32.1% |
| 1Y | +46.1% | +23.7% | +22.4% | +31.1% |
| All | +46.1% | +20.8% | +25.3% | +31.1% |
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