-9.5%
AMC vs JBL
+48.2%
-57.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -0.8% | +4.4% | -5.2% | -1.5% |
| 30D | -1.2% | -8.4% | +7.3% | +0.4% |
| 3M | +42.2% | -14.2% | +56.4% | +45.6% |
| 6M | +118.8% | +29.6% | +89.2% | +99.7% |
| YTD | +64.1% | +37.1% | +27.0% | +46.0% |
| 1Y | -9.5% | +49.5% | -59.0% | -21.1% |
| All | -9.5% | +48.2% | -57.7% | -21.1% |
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