-97.5%
AMC vs JBL
+1,683.3%
-1,780.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.6% | +5.8% |
| 7D | +6.6% | -5.2% | +11.8% | +9.2% |
| 30D | +14.1% | -17.5% | +31.6% | +23.9% |
| 3M | +31.3% | -26.0% | +57.2% | +48.0% |
| 6M | +126.7% | -28.9% | +155.5% | +154.9% |
| YTD | +117.9% | +10.8% | +107.1% | +96.8% |
| 1Y | +41.1% | +18.3% | +22.8% | +23.3% |
| 3Y | -61.0% | +102.2% | -163.2% | -75.7% |
| 5Y | -99.1% | +303.2% | -402.4% | -99.6% |
| 10Y | -98.7% | +1,152.0% | -1,250.7% | -99.7% |
| All | -97.5% | +1,683.3% | -1,780.8% | -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