+228.9%
ARM vs JBL
+87.5%
+141.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.6% | +3.7% |
| 7D | -15.2% | -12.3% | -2.9% | -4.1% |
| 30D | -40.7% | -20.2% | -20.5% | -27.1% |
| 3M | -39.1% | -30.6% | -8.5% | -16.1% |
| 6M | -26.4% | -35.8% | +9.3% | +10.6% |
| YTD | +59.7% | +4.9% | +54.8% | +61.0% |
| 1Y | +10.3% | +11.3% | -1.0% | +5.1% |
| 3Y | +228.9% | +89.1% | +139.7% | +90.0% |
| All | +228.9% | +87.5% | +141.4% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling