+23.7%
JBL vs ADVB
-76.7%
+100.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.5% | -0.3% | -4.9% |
| 7D | -11.1% | -29.5% | +18.4% | -11.4% |
| 30D | -14.1% | -66.9% | +52.8% | -15.1% |
| 3M | -23.9% | -73.7% | +49.8% | -25.0% |
| 6M | -24.1% | -64.8% | +40.7% | -24.3% |
| YTD | +13.5% | -64.0% | +77.5% | +12.8% |
| 1Y | +23.7% | -77.0% | +100.7% | +23.4% |
| All | +23.7% | -76.7% | +100.4% | +23.4% |
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