+1,425.2%
AMAT vs JBL
+1,199.1%
+226.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.4% | +3.4% |
| 7D | +7.0% | +0.1% | +6.8% | +7.6% |
| 30D | -20.6% | -17.0% | -3.6% | -8.6% |
| 3M | -24.8% | -27.4% | +2.6% | -5.6% |
| 6M | -10.7% | -29.1% | +18.4% | +15.9% |
| YTD | +54.3% | +13.6% | +40.7% | +44.0% |
| 1Y | +73.7% | +22.8% | +50.9% | +53.4% |
| 3Y | +168.4% | +103.0% | +65.4% | +56.3% |
| 5Y | +167.6% | +307.4% | -139.8% | -9.3% |
| 10Y | +1,425.2% | +1,173.9% | +251.3% | +177.0% |
| All | +1,425.2% | +1,199.1% | +226.1% | +177.0% |
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