+89.1%
JBL vs ALLY
+54.4%
+34.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | -12.3% | +0.9% | -13.3% | -12.8% |
| 30D | -20.2% | +3.1% | -23.2% | -21.4% |
| 3M | -30.6% | -12.6% | -18.1% | -26.6% |
| 6M | -35.8% | -12.4% | -23.3% | -32.3% |
| YTD | +4.9% | -13.2% | +18.1% | +10.3% |
| 1Y | +11.3% | +1.8% | +9.5% | +9.2% |
| 3Y | +89.1% | +58.0% | +31.1% | +66.9% |
| All | +89.1% | +54.4% | +34.7% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling