-2.6%
AMC vs JBL
+52.3%
-54.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.1% |
| 7D | +2.3% | +3.0% | -0.7% | +1.8% |
| 30D | -0.7% | -8.3% | +7.5% | +0.7% |
| 3M | +35.2% | -16.9% | +52.1% | +39.8% |
| 6M | +124.6% | +21.8% | +102.8% | +108.4% |
| YTD | +69.9% | +36.3% | +33.6% | +51.4% |
| 1Y | -2.6% | +49.5% | -52.1% | -14.5% |
| All | -2.6% | +52.3% | -54.9% | -14.5% |
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