+23.0%
JPM vs ARMK
+50.1%
-27.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | -1.1% | +3.1% | -4.2% | -1.7% |
| 3M | +14.1% | +9.2% | +4.9% | +12.0% |
| 6M | +23.3% | +43.7% | -20.4% | +12.9% |
| YTD | +11.3% | +57.4% | -46.1% | +0.4% |
| 1Y | +23.0% | +51.9% | -28.9% | +12.3% |
| All | +23.0% | +50.1% | -27.1% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling