+1,447.0%
JBL vs ALM
+2,776.7%
-1,329.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.6% | +6.8% | -2.3% |
| 7D | -1.0% | -7.1% | +6.1% | -0.7% |
| 30D | -15.1% | +24.7% | -39.8% | -15.9% |
| 3M | -14.0% | +8.3% | -22.3% | -14.6% |
| 6M | +20.6% | -22.2% | +42.8% | +20.8% |
| YTD | +32.9% | +88.1% | -55.2% | +29.8% |
| 1Y | +40.5% | +272.4% | -231.8% | +34.3% |
| 3Y | +183.7% | +2,004.1% | -1,820.4% | +157.8% |
| 5Y | +388.3% | +915.8% | -527.4% | +348.2% |
| All | +1,447.0% | +2,776.7% | -1,329.7% | +1,305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling