+1,148.2%
JBL vs ALK
-45.9%
+1,194.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | +6.3% | -1.2% | +7.5% | +6.8% |
| 30D | -13.5% | +7.7% | -21.2% | -16.8% |
| 3M | -31.3% | -19.0% | -12.3% | -26.0% |
| 6M | -28.4% | -0.2% | -28.2% | -30.0% |
| YTD | +11.6% | -23.5% | +35.1% | +19.6% |
| 1Y | +26.1% | -9.1% | +35.2% | +25.6% |
| 3Y | +97.4% | +12.0% | +85.3% | +66.9% |
| 5Y | +301.0% | -30.9% | +331.9% | +306.6% |
| All | +1,148.2% | -45.9% | +1,194.1% | +1,030.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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