+105.7%
JBL vs AMDL
+102.5%
+3.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -17.6% | +15.4% | +1.1% |
| 7D | +6.3% | +37.2% | -30.9% | -0.8% |
| 30D | -13.5% | -24.0% | +10.5% | -12.2% |
| 3M | -31.3% | -1.0% | -30.3% | -34.5% |
| 6M | -28.4% | -3.2% | -25.2% | -33.9% |
| YTD | +11.6% | +232.2% | -220.6% | -20.6% |
| 1Y | +26.1% | +137.7% | -111.6% | -6.0% |
| All | +105.7% | +102.5% | +3.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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