+164.9%
ASML vs JBL
+173.1%
-8.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.4% |
| 7D | +1.1% | +3.0% | -1.9% | -0.5% |
| 30D | +2.2% | -8.3% | +10.4% | +6.7% |
| 3M | -2.3% | -16.9% | +14.6% | +7.5% |
| 6M | +23.0% | +21.8% | +1.2% | +12.5% |
| YTD | +61.1% | +36.3% | +24.8% | +39.4% |
| 1Y | +129.1% | +49.5% | +79.6% | +88.7% |
| All | +164.9% | +173.1% | -8.2% | +63.2% |
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