-32.3%
AMT vs JBL
+405.9%
-438.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -0.2% | +4.4% | -4.6% | -0.2% |
| 30D | +1.8% | -8.4% | +10.3% | +2.0% |
| 3M | -6.2% | -14.2% | +8.0% | -5.9% |
| 6M | -5.0% | +29.6% | -34.6% | -6.5% |
| YTD | +2.1% | +37.1% | -35.0% | -0.1% |
| 1Y | -5.7% | +49.5% | -55.2% | -8.4% |
| 3Y | +7.9% | +192.7% | -184.8% | -6.3% |
| 5Y | -32.3% | +411.3% | -443.7% | -51.3% |
| All | -32.3% | +405.9% | -438.2% | -51.3% |
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