+3,830.7%
JBL vs BUD
+222.5%
+3,608.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -8.1% | +6.0% | -14.1% | -10.9% |
| 30D | -18.4% | +11.3% | -29.7% | -23.4% |
| 3M | -25.8% | +3.6% | -29.3% | -28.0% |
| 6M | -29.6% | +7.7% | -37.3% | -33.6% |
| YTD | +9.6% | +36.4% | -26.7% | -9.5% |
| 1Y | +14.1% | +37.8% | -23.8% | -6.6% |
| 3Y | +95.9% | +51.2% | +44.7% | +46.0% |
| 5Y | +298.3% | +53.4% | +244.9% | +187.7% |
| 10Y | +1,150.1% | -3.2% | +1,153.3% | +979.1% |
| All | +3,830.7% | +222.5% | +3,608.2% | +1,000.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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