+152.7%
JBL vs AMDL
+117.8%
+34.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.7% | -11.1% | -1.6% |
| 7D | +4.4% | +19.9% | -15.5% | +0.8% |
| 30D | -8.4% | +6.3% | -14.7% | -9.9% |
| 3M | -14.2% | -9.9% | -4.3% | -15.5% |
| 6M | +29.6% | +394.3% | -364.7% | -7.7% |
| YTD | +37.1% | +257.3% | -220.2% | +0.5% |
| 1Y | +49.5% | +508.5% | -459.1% | -3.4% |
| All | +152.7% | +117.8% | +34.9% | +62.7% |
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