+34,084.6%
JBL vs ALK
+1,015.7%
+33,068.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +2.9% |
| 7D | -5.2% | +8.9% | -14.1% | -8.5% |
| 30D | -17.5% | +5.9% | -23.5% | -20.0% |
| 3M | -26.0% | -16.5% | -9.4% | -21.4% |
| 6M | -28.9% | +2.1% | -31.0% | -30.9% |
| YTD | +10.8% | -17.1% | +27.9% | +15.1% |
| 1Y | +18.3% | -2.9% | +21.2% | +15.2% |
| 3Y | +102.2% | +24.5% | +77.7% | +68.5% |
| 5Y | +303.2% | -29.1% | +332.3% | +308.2% |
| 10Y | +1,152.0% | -39.1% | +1,191.2% | +1,101.4% |
| All | +34,084.6% | +1,015.7% | +33,068.9% | +8,165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling