+124.0%
JPM vs ACM
-2.7%
+126.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | +5.4% | -6.1% | -2.6% |
| 30D | +1.5% | +15.1% | -13.6% | -3.5% |
| 3M | -5.7% | -10.5% | +4.8% | -2.4% |
| 6M | +7.2% | -19.7% | +26.9% | +15.2% |
| YTD | +5.8% | -28.8% | +34.6% | +18.9% |
| 1Y | +8.8% | -47.9% | +56.6% | +40.2% |
| 3Y | +147.4% | -12.4% | +159.8% | +142.8% |
| All | +124.0% | -2.7% | +126.7% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling