+459.5%
JPM vs ACN
+147.7%
+311.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +1.6% | -5.7% | +7.4% | +4.0% |
| 30D | +3.4% | +17.0% | -13.6% | -3.6% |
| 3M | -5.7% | +39.9% | -45.5% | -19.7% |
| 6M | +13.5% | +50.2% | -36.7% | -8.9% |
| YTD | +8.4% | -4.2% | +12.6% | +7.3% |
| 1Y | +9.1% | +4.3% | +4.7% | +2.7% |
| 3Y | +149.5% | -17.1% | +166.6% | +155.0% |
| 5Y | +132.6% | -26.5% | +159.1% | +148.7% |
| All | +459.5% | +147.7% | +311.8% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling