-43.0%
ACN vs JBL
+189.2%
-232.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -6.3% | +4.0% | -10.3% | -6.3% |
| 30D | -1.4% | -7.5% | +6.1% | -1.5% |
| 3M | +2.6% | -14.1% | +16.6% | +2.8% |
| 6M | -14.3% | +25.9% | -40.2% | -16.7% |
| YTD | -33.1% | +36.7% | -69.8% | -35.7% |
| 1Y | -28.8% | +49.0% | -77.8% | -32.3% |
| All | -43.0% | +189.2% | -232.2% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling