+1,509.2%
JBL vs AR
+43.0%
+1,466.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | -1.2% | +5.2% | +4.2% |
| 30D | -7.5% | +5.5% | -13.0% | -8.3% |
| 3M | -14.1% | +12.9% | -26.9% | -16.0% |
| 6M | +25.9% | +0.1% | +25.8% | +24.8% |
| YTD | +36.7% | +13.5% | +23.1% | +32.5% |
| 1Y | +49.0% | +21.6% | +27.4% | +42.4% |
| 3Y | +191.8% | +46.0% | +145.8% | +167.9% |
| 5Y | +409.8% | +143.7% | +266.0% | +321.6% |
| 10Y | +1,509.2% | +44.3% | +1,464.9% | +1,058.3% |
| All | +1,509.2% | +43.0% | +1,466.2% | +1,058.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling