+21.7%
JBL vs ABCL
+189.1%
-167.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +10.0% | +4.4% | +5.6% | +9.2% |
| 30D | -18.2% | -7.9% | -10.4% | -17.3% |
| 3M | -29.0% | +12.2% | -41.2% | -30.4% |
| 6M | -25.9% | +134.7% | -160.6% | -37.5% |
| YTD | +14.1% | +239.8% | -225.7% | -14.4% |
| 1Y | +21.7% | +192.7% | -171.0% | -2.5% |
| All | +21.7% | +189.1% | -167.4% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling