+45.6%
JBL vs AMRZ
-20.3%
+65.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -1.0% | -8.1% | +7.1% | +1.3% |
| 30D | -15.1% | -14.8% | -0.2% | -11.3% |
| 3M | -14.0% | -19.7% | +5.7% | -9.5% |
| 6M | +20.6% | -30.8% | +51.4% | +31.5% |
| YTD | +32.9% | -24.3% | +57.2% | +42.0% |
| 1Y | +40.5% | -24.0% | +64.6% | +46.2% |
| All | +45.6% | -20.3% | +65.8% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling