+214.2%
ARM vs JCI
+159.8%
+54.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -0.3% |
| 7D | +19.8% | +8.4% | +11.4% | +10.7% |
| 30D | -21.8% | -8.9% | -12.9% | -13.2% |
| 3M | -26.5% | -6.4% | -20.1% | -20.1% |
| 6M | -3.9% | +1.6% | -5.5% | -2.8% |
| YTD | +82.8% | +20.1% | +62.7% | +57.6% |
| 1Y | +34.3% | +17.2% | +17.1% | +18.3% |
| 3Y | +282.2% | +190.7% | +91.5% | +40.9% |
| All | +214.2% | +159.8% | +54.3% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling