+1,303.6%
JBL vs ACM
+252.1%
+1,051.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +6.3% | +5.6% | +0.7% | +3.3% |
| 30D | -13.5% | +20.8% | -34.3% | -22.1% |
| 3M | -31.3% | +11.4% | -42.7% | -35.9% |
| 6M | -28.4% | +0.9% | -29.4% | -30.9% |
| YTD | +11.6% | -24.8% | +36.4% | +25.1% |
| 1Y | +26.1% | -46.4% | +72.6% | +69.7% |
| 3Y | +97.4% | -9.2% | +106.6% | +96.4% |
| 5Y | +301.0% | +5.0% | +296.0% | +267.0% |
| 10Y | +1,151.1% | +130.6% | +1,020.5% | +613.3% |
| All | +1,303.6% | +252.1% | +1,051.5% | +504.9% |
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