+49.5%
JBL vs ACM
-45.8%
+95.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.0% | -3.7% | +6.8% | +3.6% |
| 30D | -8.3% | -11.1% | +2.8% | -6.0% |
| 3M | -16.9% | -8.0% | -8.9% | -15.6% |
| 6M | +21.8% | -29.7% | +51.4% | +34.6% |
| YTD | +36.3% | -29.4% | +65.7% | +50.3% |
| 1Y | +49.5% | -46.4% | +95.9% | +76.2% |
| All | +49.5% | -45.8% | +95.3% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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