+150.6%
JPM vs ACGL
+33.3%
+117.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.6% | -1.2% | +2.8% | +2.0% |
| 30D | +3.4% | +12.8% | -9.4% | -0.3% |
| 3M | -5.7% | +12.3% | -17.9% | -8.9% |
| 6M | +13.5% | +15.8% | -2.3% | +8.1% |
| YTD | +8.4% | +13.9% | -5.4% | +3.4% |
| 1Y | +9.1% | +19.0% | -10.0% | +2.4% |
| All | +150.6% | +33.3% | +117.3% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling