+156.7%
JPM vs ARM
+349.4%
-192.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.9% | -1.2% |
| 7D | +0.3% | +5.5% | -5.2% | -0.1% |
| 30D | -0.2% | -8.2% | +8.0% | +0.4% |
| 3M | +15.9% | -35.9% | +51.8% | +18.7% |
| 6M | +20.9% | +103.1% | -82.2% | +11.5% |
| YTD | +12.9% | +130.6% | -117.7% | +2.9% |
| 1Y | +20.3% | +86.1% | -65.8% | +11.3% |
| All | +156.7% | +349.4% | -192.7% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling