+193.4%
AMAT vs JBL
+48.2%
+145.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.5% |
| 7D | +7.0% | +4.4% | +2.6% | +3.1% |
| 30D | -12.2% | -8.4% | -3.8% | -5.7% |
| 3M | -3.8% | -14.2% | +10.3% | +9.8% |
| 6M | +45.9% | +29.6% | +16.3% | +25.5% |
| YTD | +84.6% | +37.1% | +47.5% | +54.1% |
| 1Y | +193.4% | +49.5% | +143.9% | +129.3% |
| All | +193.4% | +48.2% | +145.2% | +129.3% |
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