-99.3%
AMC vs JBL
+270.2%
-369.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.5% |
| 7D | +2.6% | -12.3% | +14.9% | +8.5% |
| 30D | +9.0% | -20.2% | +29.2% | +19.7% |
| 3M | +22.2% | -30.6% | +52.8% | +41.1% |
| 6M | +91.5% | -35.8% | +127.2% | +124.7% |
| YTD | +101.3% | +4.9% | +96.3% | +83.0% |
| 1Y | +20.8% | +11.3% | +9.5% | +6.3% |
| 3Y | -71.3% | +89.1% | -160.4% | -83.2% |
| All | -99.3% | +270.2% | -369.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling