+95.9%
JBL vs ALC
+3.6%
+92.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | -8.1% | +2.3% | -10.4% | -8.3% |
| 30D | -18.4% | +15.5% | -34.0% | -20.0% |
| 3M | -25.8% | +0.6% | -26.4% | -25.7% |
| 6M | -29.6% | +18.4% | -48.0% | -32.0% |
| YTD | +9.6% | -5.6% | +15.2% | +11.3% |
| 1Y | +14.1% | 0.0% | +14.0% | +13.4% |
| 3Y | +95.9% | +2.8% | +93.1% | +94.3% |
| All | +95.9% | +3.6% | +92.3% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling