+26.1%
JBL vs ACM
-46.0%
+72.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +6.3% | +5.6% | +0.7% | +5.7% |
| 30D | -13.5% | +20.8% | -34.3% | -15.2% |
| 3M | -31.3% | +11.4% | -42.7% | -32.2% |
| 6M | -28.4% | +0.9% | -29.4% | -28.6% |
| YTD | +11.6% | -24.8% | +36.4% | +21.4% |
| 1Y | +26.1% | -46.4% | +72.6% | +46.8% |
| All | +26.1% | -46.0% | +72.1% | +46.8% |
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