+311.3%
ARM vs JBL
+191.0%
+120.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.3% |
| 7D | +11.4% | +4.4% | +7.0% | +7.5% |
| 30D | -7.4% | -8.4% | +1.0% | -0.7% |
| 3M | -24.5% | -14.2% | -10.3% | -13.5% |
| 6M | +128.7% | +29.6% | +99.0% | +95.0% |
| YTD | +139.3% | +37.1% | +102.2% | +93.5% |
| 1Y | +88.0% | +49.5% | +38.5% | +39.2% |
| All | +311.3% | +191.0% | +120.3% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling