+679.4%
JBL vs ABCL
-82.9%
+762.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.6% | -2.0% |
| 7D | -1.0% | -9.6% | +8.6% | +0.3% |
| 30D | -15.1% | +7.2% | -22.2% | -16.1% |
| 3M | -14.0% | +105.5% | -119.5% | -23.6% |
| 6M | +20.6% | +193.0% | -172.4% | +1.4% |
| YTD | +32.9% | +205.8% | -173.0% | +10.0% |
| 1Y | +40.5% | +144.4% | -103.9% | +19.0% |
| 3Y | +183.7% | +93.3% | +90.4% | +134.2% |
| 5Y | +388.3% | -44.9% | +433.3% | +336.0% |
| All | +679.4% | -82.9% | +762.3% | +625.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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