+278.5%
AVGO vs JBL
+100.1%
+178.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -3.5% |
| 7D | +18.2% | +6.3% | +11.8% | +14.2% |
| 30D | +0.2% | -13.5% | +13.7% | +9.4% |
| 3M | -16.8% | -31.3% | +14.5% | +2.7% |
| 6M | -16.5% | -28.4% | +12.0% | -0.2% |
| YTD | +0.8% | +11.6% | -10.8% | -9.9% |
| 1Y | +2.8% | +26.1% | -23.3% | -14.8% |
| 3Y | +278.5% | +97.4% | +181.2% | +134.2% |
| All | +278.5% | +100.1% | +178.4% | +134.2% |
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