+34,202.8%
AMAT vs JBL
+32,800.8%
+1,402.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.1% | +3.8% |
| 7D | -14.7% | -12.3% | -2.4% | -10.2% |
| 30D | -36.1% | -20.2% | -15.9% | -30.3% |
| 3M | -36.9% | -30.6% | -6.2% | -27.7% |
| 6M | -22.2% | -35.8% | +13.6% | -7.0% |
| YTD | +29.9% | +4.9% | +25.0% | +30.4% |
| 1Y | +43.3% | +11.3% | +32.0% | +40.8% |
| 3Y | +142.7% | +89.1% | +53.6% | +95.1% |
| 5Y | +126.2% | +272.1% | -145.8% | +44.9% |
| 10Y | +1,211.7% | +1,150.2% | +61.6% | +470.8% |
| All | +34,202.8% | +32,800.8% | +1,402.0% | +9,514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling