+3,168.1%
JBL vs ACWI
+330.0%
+2,838.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -12.3% | -2.4% | -10.0% | -9.3% |
| 30D | -20.2% | -5.2% | -15.0% | -13.7% |
| 3M | -30.6% | -4.8% | -25.8% | -25.2% |
| 6M | -35.8% | -1.3% | -34.4% | -33.6% |
| YTD | +4.9% | +8.4% | -3.5% | -4.0% |
| 1Y | +11.3% | +11.0% | +0.3% | -1.2% |
| 3Y | +89.1% | +70.6% | +18.5% | -5.2% |
| 5Y | +272.1% | +55.3% | +216.7% | +115.1% |
| 10Y | +1,150.2% | +223.2% | +927.0% | +181.4% |
| All | +3,168.1% | +330.0% | +2,838.1% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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