+101.8%
JBL vs ALM
+836.8%
-735.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.0% |
| 7D | +10.0% | -4.0% | +14.0% | +10.4% |
| 30D | -18.2% | -30.5% | +12.3% | -15.4% |
| 3M | -29.0% | -46.9% | +17.9% | -25.1% |
| 6M | -25.9% | -65.5% | +39.6% | -19.9% |
| YTD | +14.1% | -13.4% | +27.5% | +17.1% |
| 1Y | +21.7% | +9.8% | +11.9% | +23.2% |
| All | +101.8% | +836.8% | -735.0% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling