+388.3%
JBL vs A
-16.6%
+404.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.3% |
| 7D | -1.0% | -4.6% | +3.6% | +0.9% |
| 30D | -15.1% | -4.3% | -10.8% | -13.7% |
| 3M | -14.0% | +8.9% | -23.0% | -17.6% |
| 6M | +20.6% | +24.5% | -3.9% | +7.6% |
| YTD | +32.9% | +5.8% | +27.1% | +27.5% |
| 1Y | +40.5% | +16.2% | +24.3% | +27.8% |
| 3Y | +183.7% | +28.5% | +155.3% | +136.6% |
| 5Y | +388.3% | -16.3% | +404.7% | +371.4% |
| All | +388.3% | -16.6% | +404.9% | +371.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling