+22.2%
JBL vs AMRZ
-19.2%
+41.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.3% | -2.1% | +8.4% | +6.9% |
| 30D | -13.5% | +13.0% | -26.5% | -16.6% |
| 3M | -31.3% | -12.1% | -19.2% | -29.0% |
| 6M | -28.4% | -19.1% | -9.3% | -25.1% |
| YTD | +11.6% | -23.3% | +34.8% | +18.6% |
| 1Y | +26.1% | -16.6% | +42.7% | +31.6% |
| All | +22.2% | -19.2% | +41.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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