+400.7%
JBL vs ALLY
+1.6%
+399.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.0% | +3.7% | -0.6% | +1.5% |
| 30D | -8.3% | -2.3% | -6.0% | -7.4% |
| 3M | -16.9% | +3.8% | -20.7% | -18.3% |
| 6M | +21.8% | +9.7% | +12.1% | +16.9% |
| YTD | +36.3% | -1.4% | +37.7% | +36.1% |
| 1Y | +49.5% | +8.2% | +41.3% | +43.4% |
| 3Y | +170.6% | +66.5% | +104.2% | +114.8% |
| All | +400.7% | +1.6% | +399.1% | +369.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling