+83.0%
JBL vs ADVB
-97.4%
+180.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +5.6% |
| 7D | -5.2% | -1.2% | -4.0% | -5.2% |
| 30D | -17.5% | -61.4% | +43.9% | -17.5% |
| 3M | -26.0% | -67.8% | +41.9% | -26.0% |
| 6M | -28.9% | -66.9% | +38.0% | -29.0% |
| YTD | +10.8% | -64.9% | +75.7% | +10.2% |
| 1Y | +18.3% | -74.8% | +93.1% | +18.6% |
| All | +83.0% | -97.4% | +180.5% | +112.9% |
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