+41,936.4%
JBL vs ALK
+1,024.8%
+40,911.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | -8.3% | -19.2% | +11.0% | -0.7% |
| 3M | -16.9% | -1.5% | -15.4% | -17.1% |
| 6M | +21.8% | -13.1% | +34.8% | +25.7% |
| YTD | +36.3% | -16.4% | +52.7% | +42.2% |
| 1Y | +49.5% | -33.1% | +82.6% | +67.8% |
| 3Y | +170.6% | +0.6% | +170.0% | +146.1% |
| 5Y | +408.4% | -26.4% | +434.8% | +409.4% |
| 10Y | +1,450.4% | -34.2% | +1,484.5% | +1,353.5% |
| All | +41,936.4% | +1,024.8% | +40,911.6% | +10,109.3% |
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