+278.0%
JBL vs ABCL
-21.8%
+299.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.6% | +0.1% |
| 7D | -12.3% | -3.2% | -9.2% | -12.0% |
| 30D | -20.2% | -7.4% | -12.8% | -19.3% |
| 3M | -30.6% | +81.9% | -112.5% | -37.9% |
| 6M | -35.8% | +135.7% | -171.5% | -45.9% |
| YTD | +4.9% | +247.4% | -242.4% | -18.2% |
| 1Y | +11.3% | +162.3% | -150.9% | -9.4% |
| 3Y | +89.1% | +165.5% | -76.4% | +43.1% |
| All | +278.0% | -21.8% | +299.8% | +220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling