+4,123.2%
JPM vs ACGL
+4,429.2%
-306.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -0.2% | -1.0% | +0.8% | +0.2% |
| 3M | +15.9% | +11.0% | +4.8% | +10.3% |
| 6M | +20.9% | -0.3% | +21.3% | +20.4% |
| YTD | +12.9% | +2.3% | +10.6% | +10.8% |
| 1Y | +20.3% | +6.4% | +13.9% | +15.7% |
| 3Y | +160.9% | +34.0% | +127.0% | +122.3% |
| 5Y | +154.8% | +161.6% | -6.8% | +58.8% |
| 10Y | +591.1% | +278.6% | +312.5% | +267.4% |
| All | +4,123.2% | +4,429.2% | -306.0% | +1,197.3% |
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 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