-19.5%
BABA vs JBL
+48.2%
-67.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.2% | +4.4% | -4.6% | -1.0% |
| 30D | -12.3% | -8.4% | -3.8% | -11.2% |
| 3M | -5.3% | -14.2% | +8.9% | -3.0% |
| 6M | -13.1% | +29.6% | -42.7% | -19.6% |
| YTD | -22.4% | +37.1% | -59.5% | -28.9% |
| 1Y | -19.5% | +49.5% | -69.0% | -27.4% |
| All | -19.5% | +48.2% | -67.6% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling