+286.5%
ARM vs JAAA
+18.5%
+268.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +19.8% | +0.1% | +19.7% | +18.9% |
| 30D | -21.8% | +0.4% | -22.2% | -24.3% |
| 3M | -26.5% | +1.2% | -27.7% | -33.1% |
| 6M | -3.9% | +2.3% | -6.2% | -19.4% |
| YTD | +82.8% | +4.0% | +78.8% | +35.7% |
| 1Y | +34.3% | +4.8% | +29.5% | -6.3% |
| All | +286.5% | +18.5% | +268.0% | +77.7% |
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 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