+191.0%
JBL vs AME
+55.9%
+135.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | +4.0% | +1.3% | +2.7% | +2.8% |
| 30D | -7.5% | -6.6% | -0.9% | -1.7% |
| 3M | -14.1% | +3.0% | -17.0% | -15.6% |
| 6M | +25.9% | +5.3% | +20.6% | +21.7% |
| YTD | +36.7% | +15.4% | +21.2% | +23.2% |
| 1Y | +49.0% | +26.8% | +22.2% | +24.9% |
| All | +191.0% | +55.9% | +135.1% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling