+49.5%
JBL vs ALC
-10.2%
+59.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.1% |
| 7D | +3.0% | -2.1% | +5.1% | +2.6% |
| 30D | -8.3% | -0.1% | -8.2% | -8.2% |
| 3M | -16.9% | +5.9% | -22.8% | -16.0% |
| 6M | +21.8% | -15.9% | +37.7% | +23.0% |
| YTD | +36.3% | -10.1% | +46.4% | +38.8% |
| 1Y | +49.5% | -10.2% | +59.7% | +55.0% |
| All | +49.5% | -10.2% | +59.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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