+1,148.2%
JBL vs ALLY
+174.3%
+973.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | +6.3% | +0.4% | +6.0% | +6.2% |
| 30D | -13.5% | +5.2% | -18.7% | -15.8% |
| 3M | -31.3% | -13.3% | -18.0% | -26.8% |
| 6M | -28.4% | -6.7% | -21.8% | -26.5% |
| YTD | +11.6% | -12.8% | +24.4% | +17.8% |
| 1Y | +26.1% | +0.7% | +25.4% | +24.2% |
| 3Y | +97.4% | +65.2% | +32.1% | +47.2% |
| 5Y | +301.0% | -10.1% | +311.1% | +286.2% |
| All | +1,148.2% | +174.3% | +973.9% | +549.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling