+73.7%
AMAT vs JBL
+19.5%
+54.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.6% | +2.4% | +2.7% |
| 7D | +7.0% | +0.1% | +6.8% | +7.6% |
| 30D | -20.6% | -17.0% | -3.6% | -6.2% |
| 3M | -24.8% | -27.4% | +2.6% | -1.0% |
| 6M | -10.7% | -29.1% | +18.4% | +20.4% |
| YTD | +54.3% | +13.6% | +40.7% | +49.4% |
| 1Y | +73.7% | +22.8% | +50.9% | +58.2% |
| All | +73.7% | +19.5% | +54.3% | +58.2% |
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 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