+234.0%
AMD vs JBL
+48.2%
+185.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.4% |
| 7D | +10.0% | +4.4% | +5.6% | +5.8% |
| 30D | +4.6% | -8.4% | +13.1% | +12.2% |
| 3M | +3.1% | -14.2% | +17.3% | +17.6% |
| 6M | +162.8% | +29.6% | +133.2% | +123.0% |
| YTD | +136.2% | +37.1% | +99.1% | +93.4% |
| 1Y | +234.0% | +49.5% | +184.5% | +158.0% |
| All | +234.0% | +48.2% | +185.9% | +158.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling