-44.0%
ACHR vs JBL
+637.6%
-681.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.7% | -0.9% |
| 7D | -2.3% | +2.4% | -4.7% | -3.9% |
| 30D | -11.3% | -13.1% | +1.8% | -3.1% |
| 3M | +5.3% | -15.6% | +20.9% | +15.9% |
| 6M | -13.2% | +24.6% | -37.8% | -27.1% |
| YTD | -25.8% | +39.6% | -65.4% | -43.1% |
| 1Y | -34.3% | +48.6% | -82.9% | -52.5% |
| 3Y | -19.9% | +197.3% | -217.2% | -66.9% |
| 5Y | -42.7% | +413.0% | -455.6% | -84.7% |
| All | -44.0% | +637.6% | -681.6% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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