+199.0%
AMD vs JBL
+270.2%
-71.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.9% | +10.1% |
| 7D | -11.0% | -12.3% | +1.3% | -0.8% |
| 30D | -30.5% | -20.2% | -10.3% | -16.5% |
| 3M | -8.2% | -30.6% | +22.4% | +20.7% |
| 6M | +6.6% | -35.8% | +42.3% | +50.4% |
| YTD | +109.7% | +4.9% | +104.7% | +109.8% |
| 1Y | +88.9% | +11.3% | +77.6% | +81.0% |
| 3Y | +301.8% | +89.1% | +212.7% | +139.4% |
| All | +199.0% | +270.2% | -71.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling