+46.6%
ASML vs JBL
+15.6%
+31.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.6% | +0.6% | +2.4% |
| 7D | -0.8% | -5.2% | +4.3% | +2.9% |
| 30D | -14.9% | -17.5% | +2.6% | -3.6% |
| 3M | -13.0% | -26.0% | +13.0% | +4.9% |
| 6M | -4.7% | -28.9% | +24.2% | +18.0% |
| YTD | +42.3% | +10.8% | +31.5% | +35.9% |
| All | +46.6% | +15.6% | +31.0% | +37.7% |
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