+147.4%
JPM vs ACM
-12.3%
+159.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | +5.4% | -6.1% | -2.1% |
| 30D | +1.5% | +15.1% | -13.6% | -2.3% |
| 3M | -5.7% | -10.5% | +4.8% | -2.9% |
| 6M | +7.2% | -19.7% | +26.9% | +14.1% |
| YTD | +5.8% | -28.8% | +34.6% | +17.2% |
| 1Y | +8.8% | -47.9% | +56.6% | +36.1% |
| 3Y | +147.4% | -12.4% | +159.8% | +152.7% |
| All | +147.4% | -12.3% | +159.7% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling