+1,044.2%
AWK vs JBL
+2,968.8%
-1,924.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +0.1% | +6.3% | -6.2% | -0.6% |
| 30D | +14.3% | -13.5% | +27.8% | +15.8% |
| 3M | +10.3% | -31.3% | +41.6% | +14.4% |
| 6M | +18.9% | -28.4% | +47.4% | +22.2% |
| YTD | +17.7% | +11.6% | +6.1% | +13.6% |
| 1Y | +16.9% | +26.1% | -9.3% | +10.9% |
| 3Y | +32.2% | +97.4% | -65.2% | +14.4% |
| 5Y | -2.2% | +301.0% | -303.2% | -25.4% |
| 10Y | +156.1% | +1,151.1% | -995.0% | +57.9% |
| All | +1,044.2% | +2,968.8% | -1,924.6% | +428.8% |
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