+160.4%
AMAT vs JBL
+104.6%
+55.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | +19.3% | +10.0% | +9.3% | +11.8% |
| 30D | -17.9% | -18.2% | +0.3% | -5.0% |
| 3M | -30.4% | -29.0% | -1.4% | -12.0% |
| 6M | -11.4% | -25.9% | +14.4% | +10.4% |
| YTD | +48.8% | +14.1% | +34.7% | +43.0% |
| 1Y | +66.0% | +21.7% | +44.4% | +53.4% |
| All | +160.4% | +104.6% | +55.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling