+106.2%
AMT vs JBL
+1,558.3%
-1,452.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | +2.3% |
| 7D | +1.1% | +2.4% | -1.3% | +0.9% |
| 30D | +4.4% | -13.1% | +17.5% | +5.9% |
| 3M | -5.2% | -15.6% | +10.4% | -3.7% |
| 6M | -0.8% | +24.6% | -25.4% | -4.7% |
| YTD | +3.3% | +39.6% | -36.3% | -2.7% |
| 1Y | -6.0% | +48.6% | -54.6% | -12.6% |
| 3Y | +9.6% | +197.3% | -187.7% | -13.3% |
| 5Y | -29.2% | +413.0% | -442.2% | -51.5% |
| All | +106.2% | +1,558.3% | -1,452.1% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling