+278.0%
JBL vs ALK
-34.8%
+312.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.9% |
| 7D | -12.3% | +9.0% | -21.4% | -15.5% |
| 30D | -20.2% | -1.6% | -18.5% | -20.2% |
| 3M | -30.6% | -23.2% | -7.4% | -24.0% |
| 6M | -35.8% | -3.9% | -31.9% | -36.1% |
| YTD | +4.9% | -22.6% | +27.5% | +11.6% |
| 1Y | +11.3% | -5.3% | +16.6% | +9.2% |
| 3Y | +89.1% | +18.6% | +70.5% | +53.4% |
| All | +278.0% | -34.8% | +312.7% | +287.1% |
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 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