+80,969.6%
ASML vs JBL
+48,047.5%
+32,922.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.9% | +4.5% |
| 7D | -9.0% | -12.3% | +3.3% | -3.8% |
| 30D | -21.0% | -20.2% | -0.8% | -13.2% |
| 3M | -16.3% | -30.6% | +14.3% | -3.1% |
| 6M | -7.5% | -35.8% | +28.2% | +10.8% |
| YTD | +34.0% | +4.9% | +29.1% | +31.4% |
| 1Y | +39.3% | +11.3% | +28.0% | +33.1% |
| 3Y | +128.9% | +89.1% | +39.7% | +71.7% |
| 5Y | +76.1% | +272.1% | -196.0% | +1.5% |
| 10Y | +1,428.4% | +1,150.2% | +278.2% | +436.7% |
| All | +80,969.6% | +48,047.5% | +32,922.2% | +16,881.4% |
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