+954.6%
JPM vs ACM
+233.3%
+721.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | +5.4% | -6.1% | -3.4% |
| 30D | +1.5% | +15.1% | -13.6% | -5.6% |
| 3M | -5.7% | -10.5% | +4.8% | -1.5% |
| 6M | +7.2% | -19.7% | +26.9% | +16.9% |
| YTD | +5.8% | -28.8% | +34.6% | +21.7% |
| 1Y | +8.8% | -47.9% | +56.6% | +46.4% |
| 3Y | +147.4% | -12.4% | +159.8% | +147.8% |
| 5Y | +125.3% | +0.6% | +124.8% | +105.5% |
| 10Y | +540.5% | +161.3% | +379.3% | +226.2% |
| All | +954.6% | +233.3% | +721.3% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling