+1,379.6%
JBL vs ALLY
+98.1%
+1,281.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.0% |
| 7D | -12.3% | +0.9% | -13.3% | -12.9% |
| 30D | -20.2% | +3.1% | -23.2% | -21.5% |
| 3M | -30.6% | -12.6% | -18.1% | -26.4% |
| 6M | -35.8% | -12.4% | -23.3% | -32.1% |
| YTD | +4.9% | -13.2% | +18.1% | +10.8% |
| 1Y | +11.3% | +1.8% | +9.5% | +9.1% |
| 3Y | +89.1% | +58.0% | +31.1% | +45.0% |
| 5Y | +272.1% | -8.4% | +280.5% | +253.5% |
| 10Y | +1,150.2% | +195.3% | +954.9% | +508.0% |
| All | +1,379.6% | +98.1% | +1,281.5% | +724.0% |
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 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