+49.5%
JBL vs ADVB
+5.8%
+43.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +3.0% | -3.8% | +6.8% | +3.0% |
| 30D | -8.3% | +17.6% | -25.8% | -7.9% |
| 3M | -16.9% | +119.1% | -136.0% | -14.5% |
| 6M | +21.8% | +103.4% | -81.6% | +25.7% |
| YTD | +36.3% | +59.8% | -23.5% | +39.3% |
| 1Y | +49.5% | +8.5% | +41.0% | +52.1% |
| All | +49.5% | +5.8% | +43.7% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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