+3,948.3%
JPM vs ACGL
+4,891.8%
-943.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +0.4% | -1.1% | +1.5% | +0.9% |
| 30D | +2.7% | +13.1% | -10.4% | -2.7% |
| 3M | -3.8% | +9.8% | -13.6% | -7.8% |
| 6M | +14.3% | +15.3% | -1.0% | +6.8% |
| YTD | +8.2% | +12.7% | -4.5% | +1.7% |
| 1Y | +11.0% | +20.7% | -9.7% | +1.1% |
| 3Y | +152.7% | +34.3% | +118.4% | +115.6% |
| 5Y | +130.8% | +170.6% | -39.8% | +41.9% |
| 10Y | +506.0% | +330.6% | +175.4% | +205.0% |
| All | +3,948.3% | +4,891.8% | -943.5% | +1,090.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling