-97.7%
AMC vs JBL
+1,588.2%
-1,685.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.4% |
| 7D | +2.6% | -12.3% | +14.9% | +8.6% |
| 30D | +9.0% | -20.2% | +29.2% | +20.0% |
| 3M | +22.2% | -30.6% | +52.8% | +41.6% |
| 6M | +91.5% | -35.8% | +127.2% | +125.3% |
| YTD | +101.3% | +4.9% | +96.3% | +86.0% |
| 1Y | +20.8% | +11.3% | +9.5% | +8.3% |
| 3Y | -71.3% | +89.1% | -160.4% | -81.6% |
| 5Y | -99.2% | +272.1% | -371.3% | -99.7% |
| 10Y | -98.7% | +1,150.2% | -1,248.9% | -99.7% |
| All | -97.7% | +1,588.2% | -1,685.9% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling