+61.4%
AMAT vs JBL
+20.8%
+40.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.8% | +1.6% | +0.9% |
| 7D | -11.2% | -11.1% | -0.1% | -1.5% |
| 30D | -31.9% | -14.1% | -17.8% | -22.6% |
| 3M | -32.3% | -23.9% | -8.4% | -15.6% |
| 6M | -5.4% | -24.1% | +18.7% | +20.5% |
| YTD | +44.3% | +13.5% | +30.8% | +37.3% |
| 1Y | +61.4% | +23.7% | +37.6% | +41.6% |
| All | +61.4% | +20.8% | +40.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling