+88.0%
ARM vs JAAA
+4.8%
+83.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +11.4% | +0.1% | +11.3% | +10.0% |
| 30D | -7.4% | +0.5% | -7.9% | -12.8% |
| 3M | -24.5% | +1.2% | -25.7% | -35.9% |
| 6M | +128.7% | +2.8% | +125.8% | +54.8% |
| YTD | +139.3% | +3.2% | +136.1% | +49.9% |
| 1Y | +88.0% | +4.8% | +83.1% | -14.5% |
| All | +88.0% | +4.8% | +83.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling