+1,067.9%
JBL vs A
+442.2%
+625.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +2.0% |
| 7D | +4.4% | -2.1% | +6.5% | +5.6% |
| 30D | -8.4% | +0.6% | -9.0% | -9.0% |
| 3M | -14.2% | +10.9% | -25.0% | -19.7% |
| 6M | +29.6% | +28.2% | +1.5% | +9.6% |
| YTD | +37.1% | +8.6% | +28.5% | +26.5% |
| 1Y | +49.5% | +15.5% | +34.0% | +32.2% |
| 3Y | +192.7% | +31.8% | +160.9% | +132.8% |
| 5Y | +411.3% | -14.9% | +426.2% | +408.6% |
| 10Y | +1,447.6% | +237.8% | +1,209.8% | +589.2% |
| All | +1,067.9% | +442.2% | +625.7% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling