+147.1%
AMAT vs JBL
+299.0%
-151.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.1% |
| 7D | +11.4% | +6.3% | +5.0% | +6.8% |
| 30D | -17.0% | -13.5% | -3.6% | -6.9% |
| 3M | -30.6% | -31.3% | +0.7% | -9.1% |
| 6M | -14.9% | -28.4% | +13.5% | +9.9% |
| YTD | +44.7% | +11.6% | +33.1% | +38.0% |
| 1Y | +66.9% | +26.1% | +40.8% | +46.4% |
| 3Y | +153.3% | +97.4% | +55.9% | +52.0% |
| All | +147.1% | +299.0% | -151.9% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling