+583.6%
JPM vs ACGL
+263.8%
+319.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.1% |
| 7D | -0.4% | -2.9% | +2.5% | +1.3% |
| 30D | -1.1% | -2.8% | +1.7% | +0.4% |
| 3M | +14.1% | +6.8% | +7.3% | +9.3% |
| 6M | +23.3% | -1.5% | +24.8% | +23.3% |
| YTD | +11.3% | -0.2% | +11.5% | +10.0% |
| 1Y | +23.0% | +5.3% | +17.7% | +17.2% |
| 3Y | +162.6% | +30.3% | +132.3% | +112.0% |
| 5Y | +152.8% | +151.8% | +0.9% | +27.9% |
| 10Y | +583.6% | +266.9% | +316.8% | +175.1% |
| All | +583.6% | +263.8% | +319.8% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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