+1,279.2%
JBL vs ACM
+252.7%
+1,026.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -8.1% | +6.6% | -14.7% | -11.2% |
| 30D | -18.4% | +19.8% | -38.2% | -26.1% |
| 3M | -25.8% | -3.1% | -22.6% | -26.0% |
| 6M | -29.6% | -11.5% | -18.1% | -27.2% |
| YTD | +9.6% | -24.7% | +34.3% | +22.8% |
| 1Y | +14.1% | -45.1% | +59.1% | +51.2% |
| 3Y | +95.9% | -8.9% | +104.8% | +94.6% |
| 5Y | +298.3% | +5.4% | +292.9% | +263.8% |
| 10Y | +1,150.1% | +131.1% | +1,019.0% | +612.0% |
| All | +1,279.2% | +252.7% | +1,026.4% | +493.9% |
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