+298.3%
JBL vs ACM
+4.8%
+293.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -8.1% | +6.6% | -14.7% | -10.9% |
| 30D | -18.4% | +19.8% | -38.2% | -25.6% |
| 3M | -25.8% | -3.1% | -22.6% | -25.6% |
| 6M | -29.6% | -11.5% | -18.1% | -26.3% |
| YTD | +9.6% | -24.7% | +34.3% | +25.3% |
| 1Y | +14.1% | -45.1% | +59.1% | +60.1% |
| 3Y | +95.9% | -8.9% | +104.8% | +87.0% |
| 5Y | +298.3% | +5.4% | +292.9% | +233.4% |
| All | +298.3% | +4.8% | +293.5% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling