+1,447.0%
JBL vs AME
+427.9%
+1,019.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -15.1% | -8.6% | -6.5% | -8.2% |
| 3M | -14.0% | +5.8% | -19.8% | -17.6% |
| 6M | +20.6% | +3.8% | +16.8% | +17.9% |
| YTD | +32.9% | +14.4% | +18.5% | +19.8% |
| 1Y | +40.5% | +25.8% | +14.8% | +16.7% |
| 3Y | +183.7% | +55.2% | +128.6% | +95.0% |
| 5Y | +388.3% | +85.5% | +302.8% | +187.2% |
| All | +1,447.0% | +427.9% | +1,019.1% | +423.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling