+2,325.1%
ACN vs JBL
+1,170.8%
+1,154.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | +10.0% | -15.7% | -8.0% |
| 30D | +17.0% | -18.2% | +35.3% | +21.9% |
| 3M | +39.9% | -29.0% | +68.9% | +49.7% |
| 6M | +50.2% | -25.9% | +76.1% | +56.4% |
| YTD | -4.2% | +14.1% | -18.3% | -12.3% |
| 1Y | +4.3% | +21.7% | -17.3% | -6.4% |
| 3Y | -17.1% | +103.8% | -121.0% | -38.0% |
| 5Y | -26.5% | +310.0% | -336.5% | -55.3% |
| 10Y | +147.7% | +1,179.2% | -1,031.5% | +7.2% |
| All | +2,325.1% | +1,170.8% | +1,154.3% | +601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling