+187.5%
JBL vs AR
+46.7%
+140.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.0% | +2.5% | +0.5% | +2.5% |
| 30D | -8.3% | +14.8% | -23.1% | -11.0% |
| 3M | -16.9% | +6.2% | -23.1% | -18.2% |
| 6M | +21.8% | +4.3% | +17.5% | +19.1% |
| YTD | +36.3% | +14.4% | +21.9% | +29.3% |
| 1Y | +49.5% | +21.3% | +28.2% | +38.5% |
| All | +187.5% | +46.7% | +140.8% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling