+610.5%
JBL vs AFRM
-20.4%
+630.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.9% |
| 7D | +3.0% | -7.0% | +10.0% | +3.9% |
| 30D | -8.3% | -7.8% | -0.5% | -7.5% |
| 3M | -16.9% | +5.3% | -22.2% | -17.7% |
| 6M | +21.8% | +42.6% | -20.9% | +15.4% |
| YTD | +36.3% | -2.8% | +39.1% | +34.9% |
| 1Y | +49.5% | -19.3% | +68.8% | +50.5% |
| 3Y | +170.6% | +231.0% | -60.3% | +115.4% |
| 5Y | +408.4% | -22.2% | +430.6% | +308.1% |
| All | +610.5% | -20.4% | +630.9% | +469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling