-24.7%
ACN vs JBL
+52.3%
-77.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.0% |
| 7D | -1.5% | +3.0% | -4.5% | -1.0% |
| 30D | +9.4% | -8.3% | +17.6% | +7.8% |
| 3M | +5.6% | -16.9% | +22.6% | +4.1% |
| 6M | -9.3% | +21.8% | -31.0% | -10.1% |
| YTD | -29.0% | +36.3% | -65.3% | -30.2% |
| 1Y | -24.7% | +49.5% | -74.2% | -27.3% |
| All | -24.7% | +52.3% | -77.0% | -27.3% |
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