+135.9%
ASML vs JBL
+96.6%
+39.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | -2.9% | -8.1% | +5.2% | +2.0% |
| 30D | -15.2% | -18.4% | +3.2% | -4.9% |
| 3M | -12.9% | -25.8% | +12.9% | +2.1% |
| 6M | -5.0% | -29.6% | +24.6% | +14.8% |
| YTD | +41.8% | +9.6% | +32.2% | +36.4% |
| 1Y | +46.0% | +14.1% | +32.0% | +37.4% |
| All | +135.9% | +96.6% | +39.2% | +60.5% |
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