+337.5%
AMD vs JBL
+405.9%
-68.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.5% |
| 7D | +2.6% | +3.0% | -0.5% | +0.3% |
| 30D | -0.9% | -8.3% | +7.3% | +5.1% |
| 3M | -8.7% | -16.9% | +8.2% | +5.4% |
| 6M | +136.3% | +21.8% | +114.6% | +109.5% |
| YTD | +123.0% | +36.3% | +86.7% | +82.9% |
| 1Y | +195.2% | +49.5% | +145.7% | +125.1% |
| 3Y | +336.3% | +170.6% | +165.7% | +94.0% |
| All | +337.5% | +405.9% | -68.4% | +0.5% |
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