+400.7%
JBL vs ALK
-25.3%
+426.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | -8.3% | -19.2% | +11.0% | -0.8% |
| 3M | -16.9% | -1.5% | -15.4% | -17.1% |
| 6M | +21.8% | -13.1% | +34.8% | +25.3% |
| YTD | +36.3% | -16.4% | +52.7% | +41.7% |
| 1Y | +49.5% | -33.1% | +82.6% | +67.6% |
| 3Y | +170.6% | +0.6% | +170.0% | +142.1% |
| All | +400.7% | -25.3% | +426.0% | +388.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling