+1,502.8%
JBL vs AMBA
+772.6%
+730.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -5.0% | -0.4% |
| 7D | -12.3% | -7.2% | -5.1% | -10.6% |
| 30D | -20.2% | -10.4% | -9.8% | -17.9% |
| 3M | -30.6% | -30.1% | -0.5% | -24.3% |
| 6M | -35.8% | -22.4% | -13.3% | -33.5% |
| YTD | +4.9% | -17.3% | +22.3% | +5.7% |
| 1Y | +11.3% | -35.4% | +46.7% | +18.4% |
| 3Y | +89.1% | +18.6% | +70.5% | +64.5% |
| 5Y | +272.1% | -69.8% | +341.9% | +309.5% |
| 10Y | +1,150.2% | +1.1% | +1,149.1% | +865.7% |
| All | +1,502.8% | +772.6% | +730.2% | +714.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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