+48.4%
ASML vs JBL
+15.3%
+33.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.4% |
| 7D | -2.9% | -8.1% | +5.2% | +2.8% |
| 30D | -15.2% | -18.4% | +3.2% | -3.2% |
| 3M | -12.9% | -25.8% | +12.9% | +4.8% |
| 6M | -5.0% | -29.6% | +24.6% | +18.5% |
| YTD | +41.8% | +9.6% | +32.2% | +36.3% |
| All | +48.4% | +15.3% | +33.1% | +37.6% |
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