+10.0%
JPM vs ACGL
+21.8%
-11.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +2.7% | +13.1% | -10.4% | +1.0% |
| 3M | -3.8% | +9.8% | -13.6% | -5.1% |
| 6M | +14.3% | +15.3% | -1.0% | +11.6% |
| YTD | +8.2% | +12.7% | -4.5% | +4.7% |
| All | +10.0% | +21.8% | -11.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling