+1,673.7%
JBL vs ALM
+7,705.7%
-6,032.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +3.0% | -2.6% | +5.6% | +3.0% |
| 30D | -8.3% | +32.0% | -40.3% | -8.4% |
| 3M | -16.9% | -15.0% | -1.9% | -16.9% |
| 6M | +21.8% | -10.1% | +31.9% | +21.7% |
| YTD | +36.3% | +99.4% | -63.1% | +36.0% |
| 1Y | +49.5% | +316.4% | -266.8% | +48.9% |
| 3Y | +170.6% | +2,022.0% | -1,851.4% | +168.5% |
| 5Y | +408.4% | +941.2% | -532.8% | +404.7% |
| 10Y | +1,450.4% | +2,950.3% | -1,500.0% | +1,435.4% |
| All | +1,673.7% | +7,705.7% | -6,032.0% | +1,657.6% |
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 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