+49.5%
JBL vs A
+21.7%
+27.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +3.0% | -1.9% | +5.0% | +3.2% |
| 30D | -8.3% | +6.9% | -15.2% | -8.6% |
| 3M | -16.9% | +9.2% | -26.1% | -17.4% |
| 6M | +21.8% | +25.7% | -3.9% | +19.5% |
| YTD | +36.3% | +11.5% | +24.8% | +35.4% |
| 1Y | +49.5% | +18.4% | +31.1% | +48.1% |
| All | +49.5% | +21.7% | +27.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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