+409.8%
JBL vs ALM
+958.0%
-548.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | 0.0% |
| 7D | +4.0% | +3.6% | +0.4% | +3.7% |
| 30D | -7.5% | +33.8% | -41.3% | -9.5% |
| 3M | -14.1% | +14.8% | -28.8% | -15.3% |
| 6M | +25.9% | -7.0% | +32.8% | +24.8% |
| YTD | +36.7% | +108.1% | -71.4% | +30.9% |
| 1Y | +49.0% | +313.8% | -264.8% | +38.0% |
| 3Y | +191.8% | +2,227.6% | -2,035.8% | +149.6% |
| 5Y | +409.8% | +956.6% | -546.9% | +343.6% |
| All | +409.8% | +958.0% | -548.2% | +343.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling