+1,446.0%
JBL vs ALLY
+95.5%
+1,350.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | 0.0% |
| 7D | -8.1% | -0.7% | -7.4% | -7.9% |
| 30D | -18.4% | +1.1% | -19.6% | -19.0% |
| 3M | -25.8% | -13.2% | -12.6% | -20.9% |
| 6M | -29.6% | -13.5% | -16.2% | -25.2% |
| YTD | +9.6% | -14.3% | +23.9% | +16.5% |
| 1Y | +14.1% | -1.1% | +15.2% | +13.4% |
| 3Y | +95.9% | +62.0% | +33.9% | +48.4% |
| 5Y | +298.3% | -9.6% | +308.0% | +280.9% |
| 10Y | +1,150.1% | +176.0% | +974.1% | +526.7% |
| All | +1,446.0% | +95.5% | +1,350.5% | +766.5% |
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