+1,447.0%
JBL vs A
+247.2%
+1,199.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.2% |
| 7D | -1.0% | -4.6% | +3.6% | +1.4% |
| 30D | -15.1% | -4.3% | -10.8% | -13.4% |
| 3M | -14.0% | +8.9% | -23.0% | -18.4% |
| 6M | +20.6% | +24.5% | -3.9% | +4.6% |
| YTD | +32.9% | +5.8% | +27.1% | +25.4% |
| 1Y | +40.5% | +16.2% | +24.3% | +24.7% |
| 3Y | +183.7% | +28.5% | +155.3% | +127.9% |
| 5Y | +388.3% | -16.3% | +404.7% | +398.6% |
| All | +1,447.0% | +247.2% | +1,199.8% | +690.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling