+26.1%
JBL vs ALC
-6.0%
+32.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -1.2% |
| 7D | +6.3% | -1.1% | +7.4% | +6.1% |
| 30D | -13.5% | +16.0% | -29.5% | -9.5% |
| 3M | -31.3% | +0.8% | -32.2% | -30.2% |
| 6M | -28.4% | +16.8% | -45.3% | -25.2% |
| YTD | +11.6% | -5.5% | +17.1% | +18.0% |
| 1Y | +26.1% | -5.3% | +31.4% | +33.4% |
| All | +26.1% | -6.0% | +32.1% | +33.4% |
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