+592.1%
JPM vs ACM
+124.8%
+467.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.8% |
| 7D | -0.4% | -3.7% | +3.2% | +1.4% |
| 30D | -1.4% | -12.7% | +11.2% | +4.2% |
| 3M | +13.9% | -9.8% | +23.7% | +17.9% |
| 6M | +23.5% | -31.4% | +54.9% | +45.5% |
| YTD | +11.6% | -32.1% | +43.7% | +31.2% |
| 1Y | +21.4% | -47.8% | +69.2% | +62.1% |
| 3Y | +163.4% | -22.1% | +185.5% | +178.5% |
| 5Y | +152.5% | +1.8% | +150.7% | +125.3% |
| 10Y | +592.1% | +132.5% | +459.6% | +290.5% |
| All | +592.1% | +124.8% | +467.4% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling