+1,009.5%
JBL vs ALC
+20.4%
+989.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +4.0% | -5.3% | +9.3% | +6.5% |
| 30D | -7.5% | -7.1% | -0.4% | -4.6% |
| 3M | -14.1% | +0.8% | -14.8% | -15.3% |
| 6M | +25.9% | -16.0% | +41.9% | +34.2% |
| YTD | +36.7% | -12.7% | +49.4% | +42.0% |
| 1Y | +49.0% | -12.8% | +61.8% | +54.2% |
| 3Y | +191.8% | -15.8% | +207.6% | +197.2% |
| 5Y | +409.8% | -16.7% | +426.4% | +411.7% |
| All | +1,009.5% | +20.4% | +989.1% | +715.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling