+1,665.8%
AMAT vs JBL
+1,439.8%
+226.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | +7.0% | +4.4% | +2.6% | +3.8% |
| 30D | -12.2% | -8.4% | -3.8% | -6.8% |
| 3M | -3.8% | -14.2% | +10.3% | +8.6% |
| 6M | +45.9% | +29.6% | +16.3% | +24.1% |
| YTD | +84.6% | +37.1% | +47.5% | +50.8% |
| 1Y | +193.4% | +49.5% | +143.9% | +124.1% |
| 3Y | +228.1% | +192.7% | +35.4% | +44.4% |
| 5Y | +268.9% | +411.3% | -142.4% | +6.7% |
| 10Y | +1,665.8% | +1,447.6% | +218.1% | +162.2% |
| All | +1,665.8% | +1,439.8% | +226.0% | +162.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling