+192.7%
JBL vs ACM
-19.8%
+212.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -8.4% | -12.9% | +4.5% | -3.7% |
| 3M | -14.2% | -6.4% | -7.8% | -13.3% |
| 6M | +29.6% | -29.2% | +58.8% | +51.1% |
| YTD | +37.1% | -29.9% | +67.0% | +59.0% |
| 1Y | +49.5% | -47.3% | +96.8% | +104.2% |
| 3Y | +192.7% | -19.6% | +212.3% | +204.3% |
| All | +192.7% | -19.8% | +212.5% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling