+1,575.4%
JPM vs ACN
+1,705.6%
-130.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.6% |
| 7D | +0.3% | -1.5% | +1.8% | +1.0% |
| 30D | -0.2% | +9.4% | -9.5% | -4.7% |
| 3M | +15.9% | +5.6% | +10.2% | +9.8% |
| 6M | +20.9% | -9.3% | +30.2% | +21.6% |
| YTD | +12.9% | -29.0% | +41.9% | +26.9% |
| 1Y | +20.3% | -24.7% | +45.0% | +30.2% |
| 3Y | +160.9% | -39.8% | +200.8% | +206.5% |
| 5Y | +154.8% | -40.9% | +195.8% | +194.1% |
| 10Y | +591.1% | +91.1% | +500.0% | +330.8% |
| All | +1,575.4% | +1,705.6% | -130.2% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling