+197.3%
JBL vs AUR
+84.2%
+113.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.5% | +4.8% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | -13.1% | -6.4% | -6.7% | -12.4% |
| 3M | -15.6% | +7.7% | -23.3% | -16.5% |
| 6M | +24.6% | +44.5% | -19.9% | +18.4% |
| YTD | +39.6% | +67.4% | -27.8% | +30.0% |
| 1Y | +48.6% | +15.4% | +33.2% | +43.8% |
| 3Y | +197.3% | +94.8% | +102.4% | +159.5% |
| All | +197.3% | +84.2% | +113.0% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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