+1,311.4%
AMT vs JBL
+2,881.7%
-1,570.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -0.2% | +3.0% | -3.2% | -1.0% |
| 30D | +4.6% | -8.3% | +12.9% | +6.6% |
| 3M | -8.4% | -16.9% | +8.5% | -5.4% |
| 6M | -6.0% | +21.8% | -27.8% | -13.1% |
| YTD | +2.1% | +36.3% | -34.2% | -8.9% |
| 1Y | -6.4% | +49.5% | -55.9% | -19.3% |
| 3Y | +8.1% | +170.6% | -162.6% | -25.8% |
| 5Y | -31.9% | +408.4% | -440.3% | -61.9% |
| 10Y | +97.1% | +1,450.4% | -1,353.3% | -26.2% |
| All | +1,311.4% | +2,881.7% | -1,570.3% | +128.6% |
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