+1,509.2%
JBL vs ACM
+124.8%
+1,384.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.4% |
| 7D | +4.0% | -3.7% | +7.7% | +6.2% |
| 30D | -7.5% | -12.7% | +5.2% | -1.7% |
| 3M | -14.1% | -9.8% | -4.3% | -11.2% |
| 6M | +25.9% | -31.4% | +57.3% | +52.4% |
| YTD | +36.7% | -32.1% | +68.7% | +64.7% |
| 1Y | +49.0% | -47.8% | +96.8% | +109.4% |
| 3Y | +191.8% | -22.1% | +213.9% | +215.5% |
| 5Y | +409.8% | +1.8% | +408.0% | +364.0% |
| 10Y | +1,509.2% | +132.5% | +1,376.7% | +856.0% |
| All | +1,509.2% | +124.8% | +1,384.5% | +856.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling