+86.1%
ARM vs JBL
+52.3%
+33.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.6% |
| 7D | +5.5% | +3.0% | +2.4% | +2.8% |
| 30D | -8.2% | -8.3% | +0.1% | -1.4% |
| 3M | -35.9% | -16.9% | -19.0% | -24.6% |
| 6M | +103.1% | +21.8% | +81.4% | +93.2% |
| YTD | +130.6% | +36.3% | +94.3% | +108.2% |
| 1Y | +86.1% | +49.5% | +36.6% | +59.6% |
| All | +86.1% | +52.3% | +33.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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