+411.3%
JBL vs ALC
-15.6%
+427.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.2% |
| 7D | +4.4% | -3.7% | +8.1% | +5.6% |
| 30D | -8.4% | -3.7% | -4.7% | -7.5% |
| 3M | -14.2% | +4.6% | -18.7% | -16.1% |
| 6M | +29.6% | -14.6% | +44.2% | +35.6% |
| YTD | +37.1% | -11.9% | +48.9% | +41.0% |
| 1Y | +49.5% | -13.1% | +62.6% | +54.3% |
| 3Y | +192.7% | -15.0% | +207.7% | +197.6% |
| 5Y | +411.3% | -16.2% | +427.5% | +410.5% |
| All | +411.3% | -15.6% | +427.0% | +410.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling