+1,232.0%
JBL vs ALLE
+327.3%
+904.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -12.3% | -0.6% | -11.8% | -12.1% |
| 30D | -20.2% | +25.3% | -45.5% | -31.1% |
| 3M | -30.6% | +10.3% | -40.9% | -35.3% |
| 6M | -35.8% | +38.0% | -73.8% | -48.4% |
| YTD | +4.9% | +17.8% | -12.8% | -7.7% |
| 1Y | +11.3% | +13.6% | -2.3% | +0.2% |
| 3Y | +89.1% | +89.2% | -0.1% | +19.1% |
| 5Y | +272.1% | +51.1% | +221.0% | +165.6% |
| 10Y | +1,150.2% | +228.1% | +922.0% | +472.4% |
| All | +1,232.0% | +327.3% | +904.7% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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