+192.7%
JBL vs ALM
+2,327.9%
-2,135.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.3% | -0.1% |
| 7D | +4.4% | +8.4% | -4.0% | +3.7% |
| 30D | -8.4% | +34.8% | -43.3% | -10.7% |
| 3M | -14.2% | +16.2% | -30.4% | -15.7% |
| 6M | +29.6% | +2.1% | +27.5% | +27.6% |
| YTD | +37.1% | +117.0% | -79.9% | +31.0% |
| 1Y | +49.5% | +313.9% | -264.4% | +38.5% |
| 3Y | +192.7% | +2,327.9% | -2,135.3% | +161.7% |
| All | +192.7% | +2,327.9% | -2,135.3% | +161.7% |
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