+479.1%
JPM vs ACM
+133.7%
+345.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +1.2% | +6.6% | -5.4% | -1.9% |
| 30D | +2.7% | +19.8% | -17.0% | -5.9% |
| 3M | -4.5% | -3.1% | -1.3% | -4.1% |
| 6M | +14.3% | -11.5% | +25.8% | +18.5% |
| YTD | +8.2% | -24.7% | +32.9% | +20.8% |
| 1Y | +10.0% | -45.1% | +55.1% | +44.1% |
| 3Y | +149.0% | -8.9% | +157.8% | +143.0% |
| 5Y | +131.0% | +5.4% | +125.6% | +103.5% |
| 10Y | +479.1% | +131.1% | +348.0% | +223.5% |
| All | +479.1% | +133.7% | +345.4% | +223.5% |
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