+26.1%
JBL vs AR
+11.3%
+14.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.3% | +7.4% | -1.0% | +6.6% |
| 30D | -13.5% | +5.8% | -19.3% | -13.0% |
| 3M | -31.3% | +5.2% | -36.6% | -31.0% |
| 6M | -28.4% | +5.4% | -33.9% | -27.8% |
| YTD | +11.6% | +12.4% | -0.8% | +8.6% |
| 1Y | +26.1% | +12.8% | +13.3% | +22.4% |
| All | +26.1% | +11.3% | +14.8% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling