+15.8%
BABA vs JBL
+1,188.5%
-1,172.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.6% | -9.4% | -5.5% |
| 7D | +3.8% | -5.2% | +9.0% | +5.1% |
| 30D | -5.4% | -17.5% | +12.2% | 0.0% |
| 3M | -17.9% | -26.0% | +8.0% | -11.1% |
| 6M | -24.1% | -28.9% | +4.8% | -17.4% |
| YTD | -27.4% | +10.8% | -38.3% | -33.1% |
| 1Y | -36.1% | +18.3% | -54.4% | -42.6% |
| 3Y | +35.4% | +102.2% | -66.8% | -7.1% |
| 5Y | -30.1% | +303.2% | -333.3% | -65.2% |
| 10Y | +15.8% | +1,152.0% | -1,136.2% | -60.5% |
| All | +15.8% | +1,188.5% | -1,172.6% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling