+1,716.3%
JBL vs ARMK
+350.8%
+1,365.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +3.0% | -2.4% | +5.4% | +4.0% |
| 30D | -8.3% | 0.0% | -8.3% | -8.3% |
| 3M | -16.9% | +6.7% | -23.6% | -19.2% |
| 6M | +21.8% | +38.8% | -17.1% | +5.2% |
| YTD | +36.3% | +55.2% | -18.9% | +11.7% |
| 1Y | +49.5% | +46.6% | +2.9% | +25.1% |
| 3Y | +170.6% | +112.9% | +57.7% | +88.8% |
| 5Y | +408.4% | +144.0% | +264.4% | +230.5% |
| 10Y | +1,450.4% | +132.4% | +1,318.0% | +871.9% |
| All | +1,716.3% | +350.8% | +1,365.5% | +987.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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