+228.9%
ARM vs JAAA
+18.6%
+210.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.4% |
| 7D | -15.2% | +0.2% | -15.4% | -16.2% |
| 30D | -40.7% | +0.4% | -41.1% | -42.6% |
| 3M | -39.1% | +1.2% | -40.3% | -44.5% |
| 6M | -26.4% | +2.3% | -28.8% | -38.4% |
| YTD | +59.7% | +3.9% | +55.9% | +19.6% |
| 1Y | +10.3% | +4.8% | +5.5% | -22.7% |
| 3Y | +228.9% | +18.5% | +210.3% | +105.2% |
| All | +228.9% | +18.6% | +210.2% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling