+1,534.9%
ASML vs JBL
+1,127.6%
+407.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | -2.9% | -8.1% | +5.2% | +2.4% |
| 30D | -15.2% | -18.4% | +3.2% | -4.1% |
| 3M | -12.9% | -25.8% | +12.9% | +3.3% |
| 6M | -5.0% | -29.6% | +24.6% | +16.4% |
| YTD | +41.8% | +9.6% | +32.2% | +32.9% |
| 1Y | +46.0% | +14.1% | +32.0% | +33.3% |
| 3Y | +133.5% | +95.9% | +37.6% | +44.4% |
| 5Y | +93.0% | +298.3% | -205.3% | -25.2% |
| 10Y | +1,534.9% | +1,150.1% | +384.8% | +259.4% |
| All | +1,534.9% | +1,127.6% | +407.3% | +259.4% |
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