+1,352.1%
JBL vs ALM
+3,551.9%
-2,199.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.2% |
| 7D | +6.3% | +1.2% | +5.1% | +6.3% |
| 30D | -13.5% | -19.3% | +5.8% | -13.4% |
| 3M | -31.3% | -40.6% | +9.3% | -31.2% |
| 6M | -28.4% | -57.9% | +29.5% | -28.2% |
| YTD | +11.6% | -6.7% | +18.3% | +11.6% |
| 1Y | +26.1% | +20.2% | +5.9% | +26.1% |
| 3Y | +97.4% | +879.4% | -782.1% | +96.3% |
| 5Y | +301.0% | +415.3% | -114.3% | +299.1% |
| 10Y | +1,151.1% | +2,100.8% | -949.7% | +1,141.9% |
| All | +1,352.1% | +3,551.9% | -2,199.8% | +1,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling