+11.9%
ACN vs JBL
+20.8%
-8.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.8% | +8.7% | +2.6% |
| 7D | +8.6% | -11.1% | +19.7% | +5.7% |
| 30D | +36.6% | -14.1% | +50.7% | +32.6% |
| 3M | +56.3% | -23.9% | +80.2% | +47.8% |
| 6M | +49.7% | -24.1% | +73.8% | +42.7% |
| YTD | +1.3% | +13.5% | -12.1% | -3.6% |
| 1Y | +11.9% | +23.7% | -11.8% | +3.6% |
| All | +11.9% | +20.8% | -8.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling