-98.1%
AMC vs JBL
+2,092.9%
-2,190.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | +35.2% | -16.9% | +52.1% | +43.6% |
| 6M | +124.6% | +21.8% | +102.8% | +98.0% |
| YTD | +69.9% | +36.3% | +33.6% | +41.0% |
| 1Y | -2.6% | +49.5% | -52.1% | -23.5% |
| 3Y | -79.8% | +170.6% | -250.4% | -89.0% |
| 5Y | -99.4% | +408.4% | -507.8% | -99.8% |
| 10Y | -98.9% | +1,450.4% | -1,549.3% | -99.8% |
| All | -98.1% | +2,092.9% | -2,190.9% | -99.6% |
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