+21.4%
JPM vs ACN
-29.6%
+51.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -0.4% | -6.3% | +5.9% | 0.0% |
| 30D | -1.4% | -1.4% | 0.0% | -1.3% |
| 3M | +13.9% | +2.6% | +11.4% | +13.6% |
| 6M | +23.5% | -14.3% | +37.8% | +25.1% |
| YTD | +11.6% | -33.1% | +44.8% | +15.8% |
| 1Y | +21.4% | -28.8% | +50.2% | +24.9% |
| All | +21.4% | -29.6% | +51.0% | +24.9% |
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