+27.4%
AMAT vs JBL
+20.7%
+6.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +2.8% |
| 7D | -1.5% | +3.0% | -4.5% | -4.4% |
| 30D | -14.8% | -8.3% | -6.5% | -7.9% |
| 3M | -9.3% | -16.9% | +7.6% | +8.5% |
| 6M | +27.4% | +21.8% | +5.6% | +9.0% |
| All | +27.4% | +20.7% | +6.7% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling