+128.9%
ASML vs JBL
+87.5%
+41.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.9% | +4.4% |
| 7D | -9.0% | -12.3% | +3.3% | -1.9% |
| 30D | -21.0% | -20.2% | -0.8% | -10.3% |
| 3M | -16.3% | -30.6% | +14.3% | +1.9% |
| 6M | -7.5% | -35.8% | +28.2% | +17.3% |
| YTD | +34.0% | +4.9% | +29.1% | +32.0% |
| 1Y | +39.3% | +11.3% | +28.0% | +33.0% |
| 3Y | +128.9% | +89.1% | +39.7% | +59.3% |
| All | +128.9% | +87.5% | +41.4% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling