+84.0%
AMD vs JBL
+9.4%
+74.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.9% | +9.9% |
| 7D | -11.0% | -12.3% | +1.3% | +1.4% |
| 30D | -30.5% | -20.2% | -10.3% | -13.5% |
| 3M | -8.2% | -30.6% | +22.4% | +27.1% |
| 6M | +6.6% | -35.8% | +42.3% | +59.3% |
| YTD | +109.7% | +4.9% | +104.7% | +113.8% |
| All | +84.0% | +9.4% | +74.6% | +82.1% |
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