+20.3%
ARM vs JCI
+16.3%
+4.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.8% | +1.9% | +1.3% |
| 7D | -5.3% | -3.4% | -1.9% | -1.3% |
| 30D | -30.0% | -10.1% | -19.9% | -20.9% |
| 3M | -34.1% | -6.8% | -27.3% | -28.1% |
| 6M | -12.6% | +2.0% | -14.6% | -10.4% |
| YTD | +70.4% | +19.2% | +51.3% | +60.8% |
| All | +20.3% | +16.3% | +4.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling