+1,167.0%
JBL vs AR
-30.5%
+1,197.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.8% |
| 7D | -8.1% | -5.8% | -2.3% | -7.2% |
| 30D | -18.4% | +4.8% | -23.3% | -19.0% |
| 3M | -25.8% | +1.5% | -27.3% | -26.1% |
| 6M | -29.6% | +4.7% | -34.3% | -30.6% |
| YTD | +9.6% | +9.2% | +0.4% | +6.8% |
| 1Y | +14.1% | +11.2% | +2.9% | +10.7% |
| 3Y | +95.9% | +46.2% | +49.6% | +80.2% |
| 5Y | +298.3% | +98.1% | +200.3% | +240.8% |
| 10Y | +1,150.1% | +54.5% | +1,095.5% | +823.3% |
| All | +1,167.0% | -30.5% | +1,197.5% | +911.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling