+83.0%
JBL vs AS
+134.9%
-51.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -12.3% | +6.9% | -19.3% | -14.0% |
| 30D | -20.2% | +16.0% | -36.2% | -23.4% |
| 3M | -30.6% | -12.8% | -17.8% | -28.5% |
| 6M | -35.8% | -15.4% | -20.4% | -33.6% |
| YTD | +4.9% | -15.7% | +20.7% | +8.0% |
| 1Y | +11.3% | +6.1% | +5.2% | +7.7% |
| All | +83.0% | +134.9% | -51.9% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling