+1,112.6%
JBL vs AR
-33.4%
+1,145.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -12.3% | -14.3% | +1.9% | -10.3% |
| 30D | -20.2% | +1.4% | -21.6% | -20.4% |
| 3M | -30.6% | +3.4% | -34.0% | -31.2% |
| 6M | -35.8% | -2.1% | -33.7% | -36.0% |
| YTD | +4.9% | +4.7% | +0.2% | +2.9% |
| 1Y | +11.3% | +10.6% | +0.7% | +8.1% |
| 3Y | +89.1% | +24.6% | +64.5% | +77.9% |
| 5Y | +272.1% | +71.9% | +200.2% | +224.5% |
| 10Y | +1,150.2% | +46.4% | +1,103.8% | +830.7% |
| All | +1,112.6% | -33.4% | +1,145.9% | +874.3% |
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 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