+10.0%
JPM vs ACM
-45.8%
+55.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.2% | +6.6% | -5.4% | +0.4% |
| 30D | +2.7% | +19.8% | -17.0% | +0.5% |
| 3M | -4.5% | -3.1% | -1.3% | -4.2% |
| 6M | +14.3% | -11.5% | +25.8% | +16.2% |
| YTD | +8.2% | -24.7% | +32.9% | +14.3% |
| 1Y | +10.0% | -45.1% | +55.1% | +16.6% |
| All | +10.0% | -45.8% | +55.8% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling