+219.8%
ARM vs JCI
+163.6%
+56.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +2.5% | +9.6% | +9.5% |
| 7D | +6.0% | +2.9% | +3.1% | +3.8% |
| 30D | -20.3% | -6.9% | -13.4% | -13.5% |
| 3M | -24.4% | -6.3% | -18.1% | -18.0% |
| 6M | -4.4% | +2.6% | -6.9% | -4.2% |
| YTD | +86.0% | +21.8% | +64.2% | +58.1% |
| 1Y | +35.8% | +19.6% | +16.2% | +17.2% |
| 3Y | +289.1% | +194.9% | +94.1% | +41.3% |
| All | +219.8% | +163.6% | +56.2% | +18.4% |
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