+21.7%
JBL vs ADVB
-61.6%
+83.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +42.7% | -42.3% | +0.4% |
| 7D | +10.0% | +74.2% | -64.2% | +10.0% |
| 30D | -18.2% | -35.9% | +17.6% | -18.9% |
| 3M | -29.0% | -56.4% | +27.5% | -30.0% |
| 6M | -25.9% | -36.7% | +10.8% | -25.8% |
| YTD | +14.1% | -43.3% | +57.4% | +13.1% |
| 1Y | +21.7% | -63.4% | +85.0% | +22.3% |
| All | +21.7% | -61.6% | +83.3% | +22.3% |
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