+142.4%
AMT vs JBL
+1,148.2%
-1,005.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +1.5% | +6.3% | -4.8% | +0.8% |
| 30D | +6.8% | -13.5% | +20.3% | +8.3% |
| 3M | +11.2% | -31.3% | +42.5% | +15.3% |
| 6M | +12.5% | -28.4% | +40.9% | +15.5% |
| YTD | +12.5% | +11.6% | +0.9% | +8.2% |
| 1Y | +10.1% | +26.1% | -16.0% | +4.0% |
| 3Y | +16.0% | +97.4% | -81.3% | -2.0% |
| 5Y | -17.2% | +301.0% | -318.1% | -41.9% |
| All | +142.4% | +1,148.2% | -1,005.8% | +34.2% |
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