+151.2%
JBL vs AMDL
+95.0%
+56.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -0.2% |
| 7D | +3.0% | +4.5% | -1.5% | +2.1% |
| 30D | -8.3% | -4.4% | -3.9% | -7.8% |
| 3M | -16.9% | -30.5% | +13.6% | -14.5% |
| 6M | +21.8% | +300.9% | -279.1% | -9.9% |
| YTD | +36.3% | +219.9% | -183.6% | +2.1% |
| 1Y | +49.5% | +374.7% | -325.2% | +1.0% |
| All | +151.2% | +95.0% | +56.2% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling