+153.1%
JPM vs ACN
-16.0%
+169.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.5% | -3.8% | +7.3% | +4.0% |
| 30D | +3.3% | +16.5% | -13.3% | +1.1% |
| 3M | -4.2% | +41.5% | -45.6% | -8.9% |
| 6M | +16.4% | +60.1% | -43.7% | +7.7% |
| YTD | +9.5% | -3.9% | +13.5% | +12.3% |
| 1Y | +14.0% | +4.1% | +9.9% | +14.5% |
| 3Y | +153.1% | -15.9% | +168.9% | +160.6% |
| All | +153.1% | -16.0% | +169.0% | +160.6% |
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