+199.6%
ARM vs JCI
+154.0%
+45.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -2.3% |
| 7D | +9.1% | +3.2% | +5.9% | +6.1% |
| 30D | -19.9% | -8.6% | -11.3% | -11.4% |
| 3M | -31.6% | -7.7% | -23.9% | -24.4% |
| 6M | -13.9% | -2.6% | -11.3% | -9.1% |
| YTD | +74.3% | +17.4% | +56.9% | +54.0% |
| 1Y | +35.8% | +16.9% | +18.9% | +20.1% |
| 3Y | +268.6% | +186.7% | +81.9% | +38.1% |
| All | +199.6% | +154.0% | +45.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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