+8,077.9%
AMD vs JBL
+1,127.6%
+6,950.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.5% | +10.2% | +11.8% |
| 7D | +6.5% | -8.1% | +14.5% | +13.4% |
| 30D | -15.3% | -18.4% | +3.2% | -1.9% |
| 3M | +9.7% | -25.8% | +35.5% | +33.4% |
| 6M | +13.2% | -29.6% | +42.8% | +44.4% |
| YTD | +140.6% | +9.6% | +130.9% | +135.7% |
| 1Y | +111.2% | +14.1% | +97.1% | +101.6% |
| 3Y | +334.4% | +95.9% | +238.5% | +182.7% |
| 5Y | +268.3% | +298.3% | -30.0% | +54.2% |
| 10Y | +8,077.9% | +1,150.1% | +6,927.9% | +1,932.3% |
| All | +8,077.9% | +1,127.6% | +6,950.3% | +1,932.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling