+185.5%
ARMK vs JAAA
+30.2%
+155.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | -1.8% | +0.4% | -2.2% | -2.4% |
| 3M | -10.9% | +1.2% | -12.1% | -12.6% |
| 6M | +21.2% | +2.3% | +18.9% | +16.6% |
| YTD | +47.0% | +4.0% | +43.1% | +37.9% |
| 1Y | +42.9% | +4.8% | +38.1% | +32.3% |
| 3Y | +95.0% | +18.5% | +76.5% | +58.1% |
| 5Y | +106.2% | +27.5% | +78.7% | +50.8% |
| All | +185.5% | +30.2% | +155.3% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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