+31,416.6%
AVGO vs JBL
+3,678.2%
+27,738.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | -3.0% | +3.0% | -6.0% | -4.5% |
| 30D | -14.4% | -8.3% | -6.2% | -10.9% |
| 3M | -14.4% | -16.9% | +2.5% | -6.5% |
| 6M | +13.1% | +21.8% | -8.6% | +0.5% |
| YTD | +3.8% | +36.3% | -32.5% | -13.6% |
| 1Y | +17.8% | +49.5% | -31.7% | -6.8% |
| 3Y | +325.3% | +170.6% | +154.6% | +141.2% |
| 5Y | +689.9% | +408.4% | +281.5% | +222.8% |
| 10Y | +2,597.0% | +1,450.4% | +1,146.6% | +514.8% |
| All | +31,416.6% | +3,678.2% | +27,738.4% | +4,914.5% |
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 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