+1,025.1%
JPM vs ACM
+230.8%
+794.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +0.3% | -3.7% | +4.0% | +2.3% |
| 30D | -0.2% | -11.1% | +10.9% | +4.9% |
| 3M | +15.9% | -8.0% | +23.9% | +18.9% |
| 6M | +20.9% | -29.7% | +50.6% | +41.5% |
| YTD | +12.9% | -29.4% | +42.3% | +30.7% |
| 1Y | +20.3% | -46.4% | +66.7% | +59.6% |
| 3Y | +160.9% | -22.3% | +183.3% | +179.1% |
| 5Y | +154.8% | +4.5% | +150.4% | +127.4% |
| 10Y | +591.1% | +127.6% | +463.5% | +278.7% |
| All | +1,025.1% | +230.8% | +794.3% | +371.5% |
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 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