+94.6%
JBL vs AS
+123.4%
-28.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +6.3% | -4.9% | +11.2% | +7.7% |
| 30D | -13.5% | +3.9% | -17.4% | -14.6% |
| 3M | -31.3% | -9.6% | -21.7% | -29.8% |
| 6M | -28.4% | -8.7% | -19.8% | -27.7% |
| YTD | +11.6% | -19.8% | +31.4% | +16.4% |
| 1Y | +26.1% | -1.5% | +27.7% | +24.4% |
| All | +94.6% | +123.4% | -28.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling