+197.3%
JBL vs AU
+577.5%
-380.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +5.0% |
| 7D | +2.4% | -4.3% | +6.7% | +3.0% |
| 30D | -13.1% | +7.3% | -20.4% | -14.2% |
| 3M | -15.6% | +26.3% | -41.9% | -18.9% |
| 6M | +24.6% | +1.8% | +22.8% | +22.5% |
| YTD | +39.6% | +26.8% | +12.8% | +34.2% |
| 1Y | +48.6% | +66.7% | -18.1% | +39.5% |
| 3Y | +197.3% | +579.1% | -381.8% | +156.4% |
| All | +197.3% | +577.5% | -380.2% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling