+1,822.0%
JBL vs ALLY
+124.8%
+1,697.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.0% | +3.7% | -0.6% | +1.3% |
| 30D | -8.3% | -2.3% | -6.0% | -7.3% |
| 3M | -16.9% | +3.8% | -20.7% | -18.5% |
| 6M | +21.8% | +9.7% | +12.1% | +16.1% |
| YTD | +36.3% | -1.4% | +37.7% | +36.1% |
| 1Y | +49.5% | +8.2% | +41.3% | +42.2% |
| 3Y | +170.6% | +66.5% | +104.2% | +102.3% |
| 5Y | +408.4% | +1.2% | +407.2% | +360.3% |
| 10Y | +1,450.4% | +191.4% | +1,259.0% | +656.0% |
| All | +1,822.0% | +124.8% | +1,697.1% | +911.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling