+201.3%
ARMK vs JAAA
+29.3%
+172.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -5.9% | +0.4% | -6.4% | -6.6% |
| 3M | +6.7% | +1.2% | +5.5% | +4.6% |
| 6M | +42.5% | +2.7% | +39.9% | +36.5% |
| YTD | +55.1% | +3.2% | +51.9% | +47.3% |
| 1Y | +50.3% | +4.8% | +45.5% | +39.2% |
| 3Y | +122.2% | +19.0% | +103.2% | +80.5% |
| 5Y | +155.2% | +26.8% | +128.4% | +88.3% |
| All | +201.3% | +29.3% | +172.0% | +93.6% |
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