+146.1%
JPM vs ARM
+232.1%
-86.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.4% | +1.8% |
| 7D | +0.4% | -5.3% | +5.8% | +0.7% |
| 30D | +2.7% | -30.0% | +32.8% | +5.1% |
| 3M | -3.8% | -34.1% | +30.2% | -1.6% |
| 6M | +14.3% | -12.6% | +27.0% | +12.6% |
| YTD | +8.2% | +70.4% | -62.2% | +0.2% |
| 1Y | +11.0% | +22.3% | -11.3% | +5.4% |
| 3Y | +152.7% | +261.2% | -108.5% | +117.3% |
| All | +146.1% | +232.1% | -86.0% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling