+1,614.6%
JBL vs ACM
+230.8%
+1,383.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.0% | -3.7% | +6.8% | +5.1% |
| 30D | -8.3% | -11.1% | +2.8% | -3.8% |
| 3M | -16.9% | -8.0% | -8.9% | -15.1% |
| 6M | +21.8% | -29.7% | +51.4% | +43.5% |
| YTD | +36.3% | -29.4% | +65.7% | +58.9% |
| 1Y | +49.5% | -46.4% | +95.9% | +101.8% |
| 3Y | +170.6% | -22.3% | +193.0% | +194.5% |
| 5Y | +408.4% | +4.5% | +403.9% | +366.9% |
| 10Y | +1,450.4% | +127.6% | +1,322.7% | +789.1% |
| All | +1,614.6% | +230.8% | +1,383.8% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling