+199.6%
ARM vs JBL
+136.9%
+62.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -2.7% |
| 7D | +9.1% | +6.3% | +2.8% | +3.9% |
| 30D | -19.9% | -13.5% | -6.5% | -8.4% |
| 3M | -31.6% | -31.3% | -0.3% | -5.9% |
| 6M | -13.9% | -28.4% | +14.6% | +16.6% |
| YTD | +74.3% | +11.6% | +62.7% | +68.5% |
| 1Y | +35.8% | +26.1% | +9.7% | +18.6% |
| 3Y | +268.6% | +97.4% | +171.2% | +119.1% |
| All | +199.6% | +136.9% | +62.7% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling