+4,880.2%
JBL vs AU
+751.1%
+4,129.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.3% |
| 7D | -1.0% | -7.0% | +6.0% | -0.3% |
| 30D | -15.1% | +7.3% | -22.4% | -15.8% |
| 3M | -14.0% | +33.2% | -47.3% | -16.7% |
| 6M | +20.6% | -0.6% | +21.2% | +19.9% |
| YTD | +32.9% | +26.2% | +6.7% | +28.9% |
| 1Y | +40.5% | +68.3% | -27.7% | +32.5% |
| 3Y | +183.7% | +592.1% | -408.4% | +131.2% |
| 5Y | +388.3% | +685.3% | -296.9% | +286.7% |
| 10Y | +1,464.9% | +682.5% | +782.4% | +1,081.9% |
| All | +4,880.2% | +751.1% | +4,129.1% | +4,016.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling