+49.5%
JBL vs AU
+100.5%
-51.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | +3.0% | -3.6% | +6.7% | +3.9% |
| 30D | -8.3% | +23.9% | -32.1% | -13.7% |
| 3M | -16.9% | +19.1% | -36.0% | -21.5% |
| 6M | +21.8% | -0.2% | +21.9% | +18.2% |
| YTD | +36.3% | +32.5% | +3.8% | +22.6% |
| 1Y | +49.5% | +96.9% | -47.4% | +8.1% |
| All | +49.5% | +100.5% | -51.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling