+28.2%
BABA vs JBL
+1,473.4%
-1,445.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -4.8% | +3.0% | -7.8% | -5.7% |
| 30D | -11.9% | -8.3% | -3.6% | -9.9% |
| 3M | -9.3% | -16.9% | +7.6% | -4.8% |
| 6M | -14.2% | +21.8% | -36.0% | -21.8% |
| YTD | -22.0% | +36.3% | -58.3% | -32.0% |
| 1Y | -12.7% | +49.5% | -62.2% | -27.0% |
| 3Y | +26.7% | +170.6% | -144.0% | -21.1% |
| 5Y | -29.3% | +408.4% | -437.7% | -66.6% |
| 10Y | +21.2% | +1,450.4% | -1,429.1% | -64.2% |
| All | +28.2% | +1,473.4% | -1,445.3% | -63.5% |
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