+1,148.2%
JBL vs A
+302.9%
+845.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | +6.3% | -0.5% | +6.8% | +6.6% |
| 30D | -13.5% | 0.0% | -13.5% | -13.4% |
| 3M | -31.3% | +16.7% | -48.0% | -36.9% |
| 6M | -28.4% | +54.8% | -83.3% | -44.4% |
| YTD | +11.6% | +28.8% | -17.2% | -5.1% |
| 1Y | +26.1% | +19.3% | +6.8% | +12.0% |
| 3Y | +97.4% | +65.5% | +31.8% | +38.0% |
| 5Y | +301.0% | +12.1% | +288.9% | +247.7% |
| All | +1,148.2% | +302.9% | +845.3% | +481.9% |
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