-67.4%
AMC vs JBL
+181.2%
-248.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.0% |
| 7D | +2.3% | +3.0% | -0.7% | +1.6% |
| 30D | -0.7% | -8.3% | +7.5% | +1.1% |
| 3M | +35.2% | -16.9% | +52.1% | +40.1% |
| 6M | +124.6% | +21.8% | +102.8% | +109.4% |
| YTD | +69.9% | +36.3% | +33.6% | +53.1% |
| 1Y | -2.6% | +49.5% | -52.1% | -14.7% |
| All | -67.4% | +181.2% | -248.5% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling