+1,447.6%
JBL vs ALK
-38.6%
+1,486.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.8% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | -8.4% | -18.5% | +10.0% | -0.9% |
| 3M | -14.2% | -3.6% | -10.6% | -13.8% |
| 6M | +29.6% | -3.7% | +33.3% | +28.6% |
| YTD | +37.1% | -19.0% | +56.1% | +44.8% |
| 1Y | +49.5% | -36.0% | +85.5% | +71.8% |
| 3Y | +192.7% | +2.3% | +190.3% | +159.6% |
| 5Y | +411.3% | -27.8% | +439.1% | +411.6% |
| 10Y | +1,447.6% | -39.0% | +1,486.6% | +1,239.2% |
| All | +1,447.6% | -38.6% | +1,486.2% | +1,239.2% |
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