+480.7%
JBL vs AUR
-36.7%
+517.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.1% | -2.4% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -15.1% | -8.9% | -6.2% | -14.2% |
| 3M | -14.0% | +4.6% | -18.7% | -14.7% |
| 6M | +20.6% | +44.9% | -24.2% | +14.8% |
| YTD | +32.9% | +64.8% | -31.9% | +24.3% |
| 1Y | +40.5% | +16.4% | +24.2% | +36.2% |
| 3Y | +183.7% | +85.1% | +98.7% | +141.4% |
| 5Y | +388.3% | -36.1% | +424.5% | +304.0% |
| All | +480.7% | -36.7% | +517.4% | +381.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling