+126.4%
JBL vs ADVB
-88.8%
+215.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.6% |
| 7D | +4.4% | -14.0% | +18.4% | +4.3% |
| 30D | -8.4% | +41.0% | -49.4% | -8.4% |
| 3M | -14.2% | +127.9% | -142.1% | -14.2% |
| 6M | +29.6% | +101.3% | -71.7% | +28.9% |
| YTD | +37.1% | +53.8% | -16.7% | +36.6% |
| 1Y | +49.5% | +4.4% | +45.1% | +49.3% |
| All | +126.4% | -88.8% | +215.1% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling