+135.3%
JPM vs ACGL
+173.3%
-38.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +3.5% | +2.2% | +1.3% | +2.7% |
| 30D | +3.3% | +12.3% | -9.1% | -1.2% |
| 3M | -4.2% | +11.8% | -16.0% | -8.3% |
| 6M | +16.4% | +17.5% | -1.1% | +8.9% |
| YTD | +9.5% | +14.3% | -4.8% | +3.1% |
| 1Y | +14.0% | +18.2% | -4.1% | +5.8% |
| 3Y | +153.1% | +33.2% | +119.9% | +119.5% |
| All | +135.3% | +173.3% | -38.0% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling