+91.2%
JBL vs AS
+137.8%
-46.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.6% |
| 7D | -8.1% | +4.5% | -12.5% | -9.1% |
| 30D | -18.4% | +13.2% | -31.7% | -21.2% |
| 3M | -25.8% | -11.9% | -13.9% | -23.6% |
| 6M | -29.6% | -11.6% | -18.1% | -28.1% |
| YTD | +9.6% | -14.7% | +24.3% | +12.5% |
| 1Y | +14.1% | +5.7% | +8.4% | +10.5% |
| All | +91.2% | +137.8% | -46.6% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling