+162.6%
JPM vs ACN
-42.6%
+205.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.8% |
| 7D | -0.4% | -4.8% | +4.4% | +0.3% |
| 30D | -1.1% | +1.9% | -3.0% | -1.4% |
| 3M | +14.1% | +3.9% | +10.3% | +13.1% |
| 6M | +23.3% | -15.0% | +38.3% | +26.8% |
| YTD | +11.3% | -31.9% | +43.2% | +19.8% |
| 1Y | +23.0% | -28.5% | +51.5% | +30.5% |
| 3Y | +162.6% | -41.9% | +204.5% | +183.1% |
| All | +162.6% | -42.6% | +205.2% | +183.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling