+481.7%
JBL vs AFRM
-28.4%
+510.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | +6.3% | -4.4% | +10.7% | +7.0% |
| 30D | -13.5% | -7.7% | -5.8% | -12.7% |
| 3M | -31.3% | -16.9% | -14.5% | -29.9% |
| 6M | -28.4% | +2.5% | -30.9% | -29.1% |
| YTD | +11.6% | -12.5% | +24.1% | +11.7% |
| 1Y | +26.1% | -11.0% | +37.2% | +25.7% |
| 3Y | +97.4% | +184.6% | -87.2% | +61.2% |
| 5Y | +301.0% | -56.3% | +357.3% | +238.6% |
| All | +481.7% | -28.4% | +510.0% | +371.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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