+1,444.4%
AMT vs JBL
+2,298.4%
-854.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +1.6% | -8.1% | +9.7% | +3.6% |
| 30D | +4.5% | -18.4% | +22.9% | +9.4% |
| 3M | +13.8% | -25.8% | +39.6% | +21.3% |
| 6M | +10.0% | -29.6% | +39.7% | +17.3% |
| YTD | +11.8% | +9.6% | +2.1% | +4.4% |
| 1Y | +10.2% | +14.1% | -3.8% | +1.7% |
| 3Y | +15.1% | +95.9% | -80.7% | -14.1% |
| 5Y | -18.8% | +298.3% | -317.2% | -51.8% |
| 10Y | +133.7% | +1,150.1% | -1,016.4% | -8.2% |
| All | +1,444.4% | +2,298.4% | -854.0% | +162.1% |
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