+612.3%
JBL vs AFRM
-25.0%
+637.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | +0.4% |
| 7D | +4.0% | -8.0% | +12.0% | +5.1% |
| 30D | -7.5% | -9.8% | +2.3% | -6.5% |
| 3M | -14.1% | +4.7% | -18.7% | -14.9% |
| 6M | +25.9% | +34.1% | -8.2% | +20.3% |
| YTD | +36.7% | -8.4% | +45.1% | +36.2% |
| 1Y | +49.0% | -22.9% | +71.9% | +50.8% |
| 3Y | +191.8% | +203.3% | -11.5% | +134.7% |
| 5Y | +409.8% | -26.0% | +435.7% | +312.1% |
| All | +612.3% | -25.0% | +637.4% | +475.2% |
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