+133.5%
AMT vs JBL
+1,199.1%
-1,065.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +4.2% | -17.0% | +21.2% | +6.1% |
| 3M | +13.4% | -27.4% | +40.8% | +16.9% |
| 6M | +9.4% | -29.1% | +38.5% | +12.5% |
| YTD | +11.7% | +13.6% | -1.9% | +7.2% |
| 1Y | +7.1% | +22.8% | -15.6% | +1.6% |
| 3Y | +15.1% | +103.0% | -87.9% | -3.2% |
| 5Y | -17.9% | +307.4% | -325.2% | -42.4% |
| 10Y | +133.5% | +1,173.9% | -1,040.4% | +29.0% |
| All | +133.5% | +1,199.1% | -1,065.6% | +29.0% |
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