+97,349.8%
ASML vs JBL
+62,442.0%
+34,907.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.6% |
| 7D | +1.1% | +3.0% | -1.9% | -0.1% |
| 30D | +2.2% | -8.3% | +10.4% | +5.7% |
| 3M | -2.3% | -16.9% | +14.6% | +5.5% |
| 6M | +23.0% | +21.8% | +1.2% | +13.9% |
| YTD | +61.1% | +36.3% | +24.8% | +42.1% |
| 1Y | +129.1% | +49.5% | +79.6% | +93.7% |
| 3Y | +165.4% | +170.6% | -5.3% | +70.8% |
| 5Y | +109.5% | +408.4% | -298.9% | +6.4% |
| 10Y | +1,645.7% | +1,450.4% | +195.3% | +460.1% |
| All | +97,349.8% | +62,442.0% | +34,907.8% | +18,266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling