+583.6%
JPM vs ARMK
+136.6%
+447.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | -1.1% | +3.1% | -4.2% | -2.4% |
| 3M | +14.1% | +9.2% | +4.9% | +10.2% |
| 6M | +23.3% | +43.7% | -20.4% | +7.3% |
| YTD | +11.3% | +57.4% | -46.1% | -6.6% |
| 1Y | +23.0% | +51.9% | -28.9% | +4.3% |
| 3Y | +162.6% | +125.4% | +37.2% | +88.9% |
| 5Y | +152.8% | +149.1% | +3.7% | +71.8% |
| 10Y | +583.6% | +135.4% | +448.2% | +370.6% |
| All | +583.6% | +136.6% | +447.0% | +370.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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