+566.4%
JBL vs ABCL
-80.4%
+646.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +4.2% |
| 7D | +0.1% | -2.7% | +2.8% | +0.5% |
| 30D | -17.0% | -5.4% | -11.6% | -16.5% |
| 3M | -27.4% | +22.4% | -49.8% | -29.8% |
| 6M | -29.1% | +127.6% | -156.7% | -38.4% |
| YTD | +13.6% | +249.4% | -235.8% | -7.9% |
| 1Y | +22.8% | +198.0% | -175.2% | +1.6% |
| 3Y | +103.0% | +195.8% | -92.8% | +58.9% |
| 5Y | +307.4% | -20.6% | +328.0% | +252.3% |
| All | +566.4% | -80.4% | +646.8% | +507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling