+18,010.5%
JBL vs ACGL
+4,853.1%
+13,157.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.1% | +2.1% |
| 7D | -12.3% | +0.9% | -13.2% | -12.7% |
| 30D | -20.2% | +13.7% | -33.9% | -23.8% |
| 3M | -30.6% | +8.0% | -38.7% | -32.7% |
| 6M | -35.8% | +13.3% | -49.0% | -39.2% |
| YTD | +4.9% | +11.8% | -6.9% | -0.8% |
| 1Y | +11.3% | +22.2% | -10.9% | +1.9% |
| 3Y | +89.1% | +32.5% | +56.6% | +63.7% |
| 5Y | +272.1% | +160.2% | +111.9% | +149.7% |
| 10Y | +1,150.2% | +338.5% | +811.6% | +605.6% |
| All | +18,010.5% | +4,853.1% | +13,157.5% | +7,252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling