-41.1%
ACN vs JBL
+409.3%
-450.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.0% | -1.7% | +2.6% |
| 7D | -1.5% | +2.4% | -3.9% | -1.9% |
| 30D | +2.1% | -13.1% | +15.2% | +4.0% |
| 3M | +11.1% | -15.6% | +26.7% | +13.4% |
| 6M | -6.8% | +24.6% | -31.4% | -13.9% |
| YTD | -30.0% | +39.6% | -69.6% | -37.6% |
| 1Y | -23.1% | +48.6% | -71.7% | -33.0% |
| 3Y | -40.4% | +197.3% | -237.7% | -61.3% |
| All | -41.1% | +409.3% | -450.5% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling