+48.6%
JBL vs ALC
-14.7%
+63.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +4.9% |
| 7D | +2.4% | -6.3% | +8.8% | +1.3% |
| 30D | -13.1% | -10.3% | -2.9% | -14.7% |
| 3M | -15.6% | -0.7% | -14.9% | -15.7% |
| 6M | +24.6% | -17.8% | +42.4% | +24.5% |
| YTD | +39.6% | -15.8% | +55.4% | +40.7% |
| 1Y | +48.6% | -16.7% | +65.3% | +49.0% |
| All | +48.6% | -14.7% | +63.3% | +49.0% |
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