+1,982.0%
JBL vs AMBA
+837.3%
+1,144.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +3.0% | -11.0% | +14.0% | +6.0% |
| 30D | -8.3% | -23.2% | +14.9% | -2.0% |
| 3M | -16.9% | -12.7% | -4.2% | -15.4% |
| 6M | +21.8% | +11.2% | +10.5% | +15.2% |
| YTD | +36.3% | -11.2% | +47.5% | +35.2% |
| 1Y | +49.5% | -22.5% | +72.0% | +51.9% |
| 3Y | +170.6% | -1.3% | +171.9% | +146.4% |
| 5Y | +408.4% | -54.2% | +462.5% | +408.1% |
| 10Y | +1,450.4% | -6.1% | +1,456.5% | +1,101.6% |
| All | +1,982.0% | +837.3% | +1,144.7% | +942.5% |
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