+16.1%
JPM vs ACN
+10.1%
+6.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +4.0% |
| 7D | +3.8% | +8.6% | -4.8% | +3.3% |
| 30D | +6.5% | +36.6% | -30.1% | +4.7% |
| 3M | -1.0% | +56.3% | -57.3% | -3.5% |
| 6M | +15.5% | +49.7% | -34.1% | +12.5% |
| YTD | +11.4% | +1.3% | +10.0% | +13.0% |
| 1Y | +16.1% | +11.9% | +4.1% | +16.1% |
| All | +16.1% | +10.1% | +6.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling