+193.0%
ARM vs JAAA
+19.6%
+173.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | -5.3% | +0.1% | -5.4% | -5.7% |
| 30D | -30.0% | +0.4% | -30.4% | -32.1% |
| 3M | -34.1% | +1.1% | -35.2% | -39.5% |
| 6M | -12.6% | +2.3% | -14.9% | -26.1% |
| YTD | +70.4% | +3.9% | +66.5% | +28.6% |
| 1Y | +22.3% | +4.8% | +17.5% | -13.5% |
| 3Y | +261.2% | +18.4% | +242.7% | +101.3% |
| All | +193.0% | +19.6% | +173.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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