+2,957.3%
AMD vs JBL
+32,800.8%
-29,843.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.9% | +10.6% |
| 7D | -11.0% | -12.3% | +1.3% | -6.0% |
| 30D | -30.5% | -20.2% | -10.3% | -23.6% |
| 3M | -8.2% | -30.6% | +22.4% | +5.8% |
| 6M | +6.6% | -35.8% | +42.3% | +28.0% |
| YTD | +109.7% | +4.9% | +104.7% | +111.4% |
| 1Y | +88.9% | +11.3% | +77.6% | +86.4% |
| 3Y | +301.8% | +89.1% | +212.7% | +219.8% |
| 5Y | +229.4% | +272.1% | -42.7% | +109.4% |
| 10Y | +6,745.1% | +1,150.2% | +5,595.0% | +2,674.0% |
| All | +2,957.3% | +32,800.8% | -29,843.5% | +746.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling