+49.5%
JBL vs ACGL
+2.4%
+47.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | -1.0% |
| 7D | +4.4% | -2.9% | +7.4% | +2.4% |
| 30D | -8.4% | -2.8% | -5.6% | -9.9% |
| 3M | -14.2% | +6.8% | -21.0% | -11.0% |
| 6M | +29.6% | -1.5% | +31.1% | +30.3% |
| YTD | +37.1% | -0.2% | +37.3% | +39.7% |
| 1Y | +49.5% | +5.3% | +44.2% | +55.3% |
| All | +49.5% | +2.4% | +47.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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