+1,315.3%
AMAT vs JBL
+1,188.5%
+126.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.6% | +5.7% | +7.3% |
| 7D | -1.1% | -5.2% | +4.1% | +3.5% |
| 30D | -26.9% | -17.5% | -9.4% | -15.5% |
| 3M | -31.2% | -26.0% | -5.2% | -15.0% |
| 6M | -14.7% | -28.9% | +14.1% | +10.5% |
| YTD | +44.7% | +10.8% | +33.9% | +37.4% |
| 1Y | +62.0% | +18.3% | +43.6% | +46.7% |
| 3Y | +165.0% | +102.2% | +62.8% | +54.6% |
| 5Y | +147.1% | +303.2% | -156.1% | -15.7% |
| 10Y | +1,315.3% | +1,152.0% | +163.2% | +158.1% |
| All | +1,315.3% | +1,188.5% | +126.8% | +158.1% |
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