+26.1%
JBL vs ALK
-10.2%
+36.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | +6.3% | -1.2% | +7.5% | +6.7% |
| 30D | -13.5% | +7.7% | -21.2% | -16.2% |
| 3M | -31.3% | -19.0% | -12.3% | -26.2% |
| 6M | -28.4% | -0.2% | -28.2% | -29.5% |
| YTD | +11.6% | -23.5% | +35.1% | +17.7% |
| 1Y | +26.1% | -9.1% | +35.2% | +24.1% |
| All | +26.1% | -10.2% | +36.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling