+98.9%
JBL vs AS
+125.3%
-26.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.2% |
| 7D | +10.0% | -3.6% | +13.6% | +11.0% |
| 30D | -18.2% | +3.4% | -21.6% | -19.1% |
| 3M | -29.0% | -8.6% | -20.4% | -27.6% |
| 6M | -25.9% | -10.0% | -15.8% | -24.8% |
| YTD | +14.1% | -19.2% | +33.3% | +18.7% |
| 1Y | +21.7% | -3.8% | +25.4% | +20.7% |
| All | +98.9% | +125.3% | -26.4% | +63.5% |
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