+7,765.4%
AMD vs JBL
+1,148.2%
+6,617.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.2% | -6.6% | -7.3% |
| 7D | +18.9% | +6.3% | +12.6% | +14.8% |
| 30D | -6.4% | -13.5% | +7.1% | +4.6% |
| 3M | +10.6% | -31.3% | +41.9% | +41.8% |
| 6M | +19.9% | -28.4% | +48.3% | +51.6% |
| YTD | +149.4% | +11.6% | +137.8% | +142.0% |
| 1Y | +115.4% | +26.1% | +89.3% | +93.7% |
| 3Y | +357.3% | +97.4% | +259.9% | +196.8% |
| 5Y | +261.1% | +301.0% | -39.9% | +50.7% |
| All | +7,765.4% | +1,148.2% | +6,617.2% | +1,854.6% |
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 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