+73.3%
JBL vs ADVB
-97.5%
+170.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.1% | +1.1% |
| 7D | -12.3% | -13.9% | +1.6% | -12.3% |
| 30D | -20.2% | -68.1% | +48.0% | -20.2% |
| 3M | -30.6% | -73.4% | +42.8% | -30.7% |
| 6M | -35.8% | -70.8% | +35.0% | -35.9% |
| YTD | +4.9% | -66.1% | +71.0% | +4.4% |
| 1Y | +11.3% | -77.5% | +88.8% | +11.9% |
| All | +73.3% | -97.5% | +170.8% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling