+14.1%
JBL vs ALK
-5.3%
+19.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -8.1% | +12.9% | -21.0% | -11.9% |
| 30D | -18.4% | +5.5% | -24.0% | -20.0% |
| 3M | -25.8% | -12.1% | -13.7% | -22.2% |
| 6M | -29.6% | +1.7% | -31.3% | -31.1% |
| YTD | +9.6% | -17.4% | +27.1% | +12.8% |
| 1Y | +14.1% | -1.9% | +16.0% | +8.5% |
| All | +14.1% | -5.3% | +19.3% | +8.5% |
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