+23.7%
JBL vs AME
+21.1%
+2.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.6% | -0.2% | +0.8% |
| 7D | -11.1% | -4.4% | -6.7% | -6.1% |
| 30D | -14.1% | -5.9% | -8.2% | -7.4% |
| 3M | -23.9% | -6.5% | -17.4% | -17.0% |
| 6M | -24.1% | +3.2% | -27.3% | -25.3% |
| YTD | +13.5% | +16.0% | -2.5% | -4.4% |
| 1Y | +23.7% | +20.4% | +3.3% | +0.5% |
| All | +23.7% | +21.1% | +2.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling