+228.9%
ARM vs JCI
+174.6%
+54.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +1.9% |
| 7D | -15.2% | -9.4% | -5.8% | -5.8% |
| 30D | -40.7% | -13.4% | -27.3% | -30.8% |
| 3M | -39.1% | -12.4% | -26.7% | -29.4% |
| 6M | -26.4% | -5.1% | -21.3% | -20.2% |
| YTD | +59.7% | +13.7% | +46.0% | +45.2% |
| 1Y | +10.3% | +11.4% | -1.1% | +2.2% |
| 3Y | +228.9% | +175.9% | +53.0% | +32.8% |
| All | +228.9% | +174.6% | +54.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling