-99.4%
AMC vs JBL
+405.9%
-505.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | +2.3% | +3.0% | -0.7% | +1.0% |
| 30D | -0.7% | -8.3% | +7.5% | +2.6% |
| 3M | +35.2% | -16.9% | +52.1% | +43.9% |
| 6M | +124.6% | +21.8% | +102.8% | +95.5% |
| YTD | +69.9% | +36.3% | +33.6% | +38.3% |
| 1Y | -2.6% | +49.5% | -52.1% | -25.5% |
| 3Y | -79.8% | +170.6% | -250.4% | -90.4% |
| All | -99.4% | +405.9% | -505.4% | -99.9% |
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