-28.3%
BABA vs JBL
+270.2%
-298.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +11.6% | -12.3% | +24.0% | +15.9% |
| 30D | +2.3% | -20.2% | +22.5% | +9.1% |
| 3M | -13.7% | -30.6% | +16.9% | -4.6% |
| 6M | -21.9% | -35.8% | +13.9% | -12.3% |
| YTD | -24.6% | +4.9% | -29.6% | -29.8% |
| 1Y | -34.1% | +11.3% | -45.4% | -40.1% |
| 3Y | +36.3% | +89.1% | -52.9% | -9.8% |
| All | -28.3% | +270.2% | -298.5% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling